085 / 1 |
Uncovering Nonlinear Structure in Real-Time Stock Market Indices
|
2017/05/04 |
094 / 1 |
使用實際和預測盈餘去解釋
|
2011/10/24 |
093 / 1 |
Explaining contemporaneous returns using actual and forecast earnings
|
2011/10/24 |
095 / 1 |
Frequency Domain Tests of Multivariate Gaussianity and Nonlinearity
|
2017/01/11 |
099 / 1 |
LIFFE cycles: intraday evidence from the FTSE-100 Stock Index futures market
|
2017/01/19 |
084 / 1 |
Moment condition failure in high frequency financial data: evidence from the S&P 500
|
2012/03/19 |
083 / 2 |
Nonlinear Dynamics in Real-Time Equity Market Indices: Evidence from the United Kingdom
|
2017/01/13 |