Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial Engineering (CIFEr): April 9-11, 1995, New York City, Crowne Plaza ManhattanIEEE Service Center, 1995 - 192 páginas |
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Página 204
... Included observations : 73 Total panel observations 365 Coefficient Sample : 1993 : 04 2001 : 09 Included observations : 102 Total panel observations 510 Coefficient P value Variable P value Z1 ? 0.000181 0.0550 0.000210 0.0000 Z2 ...
... Included observations : 73 Total panel observations 365 Coefficient Sample : 1993 : 04 2001 : 09 Included observations : 102 Total panel observations 510 Coefficient P value Variable P value Z1 ? 0.000181 0.0550 0.000210 0.0000 Z2 ...
Página 275
... included in the study , because they are promising . The former has time - independent decay parameters and quantiles , while the latter has time - dependent parameters and quantiles . NRM is also included in our study because of its ...
... included in the study , because they are promising . The former has time - independent decay parameters and quantiles , while the latter has time - dependent parameters and quantiles . NRM is also included in our study because of its ...
Página 302
... included is the ARCH ( 1 ) model , ( which corresponds to ( p , q ) ( 0 , 1 ) ) . It is well known that a ARCH model with relatively few lags is unable to capture the persistence in volatility , and the ARCH ( 1 ) model is only included ...
... included is the ARCH ( 1 ) model , ( which corresponds to ( p , q ) ( 0 , 1 ) ) . It is well known that a ARCH model with relatively few lags is unable to capture the persistence in volatility , and the ARCH ( 1 ) model is only included ...
Contenido
BANKRUPTCY PREDICTION WITH LEAST | 1 |
SIMPLE DECISION MAKING CRITERION AS REAL OPTIONS | 17 |
INCLUDING LIFETIME AND OPTIONS IN RESIDUAL INCOME INDICATORS | 31 |
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Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial ... Vista de fragmentos - 1995 |
Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial ... Vista de fragmentos - 1995 |
Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial ... Vista de fragmentos - 1995 |
Términos y frases comunes
AANN agents American put American put options analysis applied approach approximation arbitrage barrier option Black-Scholes bond calculated call option coefficients computed convertible bond correlation covariance currency data points data set decision defined delta hedge denote derived distribution dynamics Econometrics Economics equation error estimated evaluation exchange rate Figure financial time series forecast formula function fuzzy genetic algorithm given Heston model Hong Kong hypothesis implied volatility indicators input interest rate Journal of Finance kernel kurtosis linear matrix method momentum moving average neural network nonlinear normal normal distribution observations option pricing p-value pair-wise paper parameters performance period portfolio prediction problem Programming put options random ratio regression reset returns risk sample sequences Sharpe Ratio simulation standard deviation statistical stochastic volatility stock price strike price support vector machines SVMs Table tion trading rules training data trend variables variance wavelets