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Support Vector Regression Based GARCH Model with Application to ForecastingVolatility of Financial Returns
Chen, Shiyi, (2008)
Ein Vergleich des binären Logit-Modells mit künstlichen neuronalen Netzen zurInsolvenzprognose anhand relativer Bilanzkennzahlen
Franken, Ronald, (2007)
How do Rating Agencies Score in Predicting Firm Performance
Löffler, Gunter, (2007)
Seasonal adjustment of Arima series
Brewer, K. R. W., (1979)
Some consequences of temporal aggregation and systematic sampling for ARMA and ARMAX models
Brewer, K. R. W., (1973)