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A class of Gaussian hybrid processes for modeling financial markets
Itoh, Yasuyuki
- In:
Asia-Pacific financial markets
14
(
2007
)
3
,
pp. 185-199
Persistent link: https://www.econbiz.de/10003705876
Saved in:
2
Long-term memory and applying the multi-factor ARFIMA models in financial markets
Tsuji, Chikashi
- In:
Asia-Pacific financial markets
9
(
2002
)
3/4
,
pp. 283-304
Persistent link: https://www.econbiz.de/10001769426
Saved in:
3
Why has Taiwan been immune to the Asian financial crisis?
Chen, Chyong-lin
- In:
Asia-Pacific financial markets
7
(
2000
)
1
,
pp. 45-68
Persistent link: https://www.econbiz.de/10001506574
Saved in:
4
Change in volatility in the won US dollar daily exchange rate : stochastic volatility model
Lee, Jinsoo
- In:
Asia-Pacific financial markets
7
(
2000
)
1
,
pp. 83-96
Persistent link: https://www.econbiz.de/10001506579
Saved in:
5
Forecasting and arbitrage of the Nikkei Stock Index futures : an application of backpropagation networks
Yu, Shang-wu
- In:
Asia-Pacific financial markets
6
(
1999
)
4
,
pp. 341-354
Persistent link: https://www.econbiz.de/10001495949
Saved in:
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