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Uncovering Nonlinear Structure in Real-Time Stock Market Indices
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2017/05/04 |
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使用實際和預測盈餘去解釋
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2011/10/24 |
| 093 / 1 |
Explaining contemporaneous returns using actual and forecast earnings
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2011/10/24 |
| 095 / 1 |
Frequency Domain Tests of Multivariate Gaussianity and Nonlinearity
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2017/01/11 |
| 099 / 1 |
LIFFE cycles: intraday evidence from the FTSE-100 Stock Index futures market
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2017/01/19 |
| 084 / 1 |
Moment condition failure in high frequency financial data: evidence from the S&P 500
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2012/03/19 |
| 083 / 2 |
Nonlinear Dynamics in Real-Time Equity Market Indices: Evidence from the United Kingdom
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2017/01/13 |