Modelling and trading the realised volatility of the FTSE100 futures with higher order neural networks
| Year of publication: |
2013
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|---|---|
| Authors: | Sermpinis, Georgios ; Laws, Jason ; Dunis, Christian L. |
| Published in: |
The European journal of finance. - London : Routledge, ISSN 1351-847X, ZDB-ID 12824124. - Vol. 19.2013, 3 (1.3.), p. 165-179
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