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~subject:"Börsenkurs"
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Intraday anomalies and market efficiency : a trading robot analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
47
(
2016
)
2
,
pp. 275-295
Persistent link: https://www.econbiz.de/10011712348
Saved in:
2
Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns
Zhou, Jian
;
Gu, Gao-Feng
;
Jiang, Zhi-Qiang
;
Xiong, Xiong
; …
- In:
Computational economics
50
(
2017
)
4
,
pp. 579-594
Persistent link: https://www.econbiz.de/10011783456
Saved in:
3
Artificial momentum, native contrarian, and transparency in China
Lin, Hung-Wen
;
Hung, Mao-Wei
;
Huang, Jing-Bo
- In:
Computational economics
51
(
2018
)
2
,
pp. 263-294
Persistent link: https://www.econbiz.de/10011963668
Saved in:
4
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
51
(
2018
)
4
,
pp. 913-940
Persistent link: https://www.econbiz.de/10011972202
Saved in:
5
Trading volume and price distortion : an agent-based model with heterogenous knowledge of fundamentals
Lespagnol, Vivien
;
Rouchier, Juliette
- In:
Computational economics
51
(
2018
)
4
,
pp. 991-1020
Persistent link: https://www.econbiz.de/10011972211
Saved in:
6
The efficient frontier for weakly correlated assets
Best, Michael J.
;
Zhang, Xiliang
- In:
Computational economics
40
(
2012
)
4
,
pp. 355-375
Persistent link: https://www.econbiz.de/10009692020
Saved in:
7
A comprehensive study of market prediction from efficient market hypothesis up to late intelligent market prediction approaches
Aminimehr, Amin
;
Raoofi, Ali
;
Aminimehr, Akbar
; …
- In:
Computational economics
60
(
2022
)
2
,
pp. 781-815
Persistent link: https://www.econbiz.de/10013380831
Saved in:
8
Asset market volatility and New Keynesian macroeconomics : a game-theoretic approach
Cho, Namun
;
Jang, Tae-Seok
- In:
Computational economics
54
(
2019
)
1
,
pp. 245-266
Persistent link: https://www.econbiz.de/10012134144
Saved in:
9
Jump detection and noise separation by a singular wavelet method for predictive analytics of high-frequency data
Chen, Yi-Ting
;
Lai, Wan-Ni
;
Sun, Edward W.
- In:
Computational economics
54
(
2019
)
2
,
pp. 809-844
Persistent link: https://www.econbiz.de/10012134380
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10
Analyzing contagion effect in markets during financial crisis using stochastic autoregressive canonical vine model
Goel, Anubha
;
Mehra, Aparna
- In:
Computational economics
53
(
2019
)
3
,
pp. 921-950
Persistent link: https://www.econbiz.de/10012135103
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