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 207
... weekly frequency ) of foreign exchange markets ( to our knowledge , without any known exception ) . The fat - tail property implies that the unconditional distribution of returns has more probability mass in the tails and the center ...
... weekly frequency ) of foreign exchange markets ( to our knowledge , without any known exception ) . The fat - tail property implies that the unconditional distribution of returns has more probability mass in the tails and the center ...
Página 219
... weekly to annual for daily exchange rate changes of the ten of the more important Asian countries , Japan , China , India , Hong Kong , Taiwan , Korea , Singapore , Malaysia , Thailand , and Sri Lanka . This study documents that while ...
... weekly to annual for daily exchange rate changes of the ten of the more important Asian countries , Japan , China , India , Hong Kong , Taiwan , Korea , Singapore , Malaysia , Thailand , and Sri Lanka . This study documents that while ...
Página 316
... Weekly seasonal volatility in the foreign exchange market , J. Interna- tional Money and Finance 12 , 413-438 , 1993 . [ 12 ] R. F. ENGLE : Autoregressive Conditional Het- eroscedasticity with Estimates of the Variance of U.K. Inflation ...
... Weekly seasonal volatility in the foreign exchange market , J. Interna- tional Money and Finance 12 , 413-438 , 1993 . [ 12 ] R. F. ENGLE : Autoregressive Conditional Het- eroscedasticity with Estimates of the Variance of U.K. Inflation ...
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