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Forecasting exchange rates using feedforward and recurrent neural networks
Kuan, Chung-ming - In: Journal of applied econometrics 10 (1995) 4, pp. 347-364
Persistent link: https://www.econbiz.de/10001189127
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Time irreversibility and EGARCH effects in US stock index returns
Chen, Yi-ting; Kuan, Chung-ming - In: Journal of applied econometrics 17 (2002) 5, pp. 565-578
Persistent link: https://www.econbiz.de/10001709316
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Forecasting Exchange Rates using Feedforward and Recurrent Neural Networks
Kuan, C.-M.; Liu, T. - In: Journal of applied econometrics 10 (1995) 4, pp. 347-364
Persistent link: https://www.econbiz.de/10007005372
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Monitoring structural change in dynamic econometric models
Zeileis, Achim; Leisch, Friedrich; Kleiber, Christian; … - In: Journal of applied econometrics 20 (2005) 1, pp. 99-121
Persistent link: https://www.econbiz.de/10003027431
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Monitoring structural change in dynamic econometric models
Zeileis, Achim; Leisch, Friedrich; Kleiber, Christian; … - In: Journal of applied econometrics 20 (2005) 1, pp. 99-122
Persistent link: https://www.econbiz.de/10006956054
Cover Image
Time irreversibility and EGARCH effects in US stock index returns
Chen, Yi-Ting; Kuan, Chung-Ming - In: Journal of applied econometrics 17 (2002) 5, pp. 565-578
Persistent link: https://www.econbiz.de/10006970942