-
1
-
-
42449156579
-
Generalized autoregressive conditional heteroskedasticity
-
Bollerslev, T., 1986. Generalized autoregressive conditional heteroskedasticity. Journal of Econometrics 31, 307-327.
-
(1986)
Journal of Econometrics
, vol.31
, pp. 307-327
-
-
Bollerslev, T.1
-
3
-
-
84977707376
-
Simple technical trading rules and the stochastic properties of stock returns
-
Brock, W.A., Lakonishok, J., LeBaron, B., 1992. Simple technical trading rules and the stochastic properties of stock returns. Journal of Finance 47, 1731-1764.
-
(1992)
Journal of Finance
, vol.47
, pp. 1731-1764
-
-
Brock, W.A.1
Lakonishok, J.2
LeBaron, B.3
-
4
-
-
0001563857
-
The efficiency of the market for foreign exchange under floating exchange rates
-
Cornell, W.B., Dietrich, J.K., 1978. The efficiency of the market for foreign exchange under floating exchange rates. Review of Economics and Statistics 60, 111-120.
-
(1978)
Review of Economics and Statistics
, vol.60
, pp. 111-120
-
-
Cornell, W.B.1
Dietrich, J.K.2
-
5
-
-
0003337448
-
International interest-rate and price-level linkages under flexible exchange rate: A review of recent evidence
-
Bilson, J.F.O., Marston, R. (Eds.), University of Chicago Press, Chicago
-
Cumby, R., Obstfeld, M., 1984. International interest-rate and price-level linkages under flexible exchange rate: a review of recent evidence. In: Bilson, J.F.O., Marston, R. (Eds.), Exchange Rate Theory and Practice. University of Chicago Press, Chicago, pp. 121-151.
-
(1984)
Exchange Rate Theory and Practice
, pp. 121-151
-
-
Cumby, R.1
Obstfeld, M.2
-
6
-
-
0024861871
-
Approximation by superposition of a sigmoidal function
-
Cybenko, G., 1989. Approximation by superposition of a sigmoidal function. Mathematics of Control, Signals and Systems 2, 303-314.
-
(1989)
Mathematics of Control, Signals and Systems
, vol.2
, pp. 303-314
-
-
Cybenko, G.1
-
9
-
-
84986408962
-
The dynamics of exchange rate volatility: A multivariate latent-factor ARCH model
-
Diebold, F.X., Nerlove, M., 1989. The dynamics of exchange rate volatility: a multivariate latent-factor ARCH model. Journal of Applied Econometrics 4, 1-22.
-
(1989)
Journal of Applied Econometrics
, vol.4
, pp. 1-22
-
-
Diebold, F.X.1
Nerlove, M.2
-
11
-
-
0002048772
-
Conditional variance and the risk premium in the foreign exchange market
-
Domowitz, I., Hakkio, C.S., 1985. Conditional variance and the risk premium in the foreign exchange market. Journal of International Economics 19, 47-66.
-
(1985)
Journal of International Economics
, vol.19
, pp. 47-66
-
-
Domowitz, I.1
Hakkio, C.S.2
-
12
-
-
0002029932
-
Analysis of short-run exchange rate behavior: March 1973 to November 1981
-
Bigman, D., Taya, T. (Eds.), Ballinger, Cambridge
-
Dooley, M.P., Shafer, J., 1983. Analysis of short-run exchange rate behavior: March 1973 to November 1981. In: Bigman, D., Taya, T. (Eds.), Exchange Rate and Trade Instability: Causes, Consequences and Remedies. Ballinger, Cambridge, pp. 43-72.
-
(1983)
Exchange Rate and Trade Instability: Causes, Consequences and Remedies
, pp. 43-72
-
-
Dooley, M.P.1
Shafer, J.2
-
13
-
-
0000051984
-
Autoregressive conditional heteroskedasticity with estimates of the variance of UK inflation
-
Engle, R.F., 1982. Autoregressive conditional heteroskedasticity with estimates of the variance of UK inflation . Econometnca 50, 987-1008.
-
(1982)
Econometnca
, vol.50
, pp. 987-1008
-
-
Engle, R.F.1
-
14
-
-
0001659575
-
Meteor showers or heat waves? Heteroskedastic daily volatility in the foreign exchange market
-
Engle, R.F., Ito, T., Lin, W., 1990. Meteor showers or heat waves? Heteroskedastic daily volatility in the foreign exchange market. Econometrica 58, 525-542.
-
(1990)
Econometrica
, vol.58
, pp. 525-542
-
-
Engle, R.F.1
Ito, T.2
Lin, W.3
-
15
-
-
0024866495
-
On the approximate realization of continuous mappings by neural networks
-
Funanhashi, K.-I., 1989. On the approximate realization of continuous mappings by neural networks. Neural Networks 2, 183-192.
-
(1989)
Neural Networks
, vol.2
, pp. 183-192
-
-
Funanhashi, K.-I.1
-
16
-
-
0024124325
-
There exists a neural network that does not make avoidable mistakes
-
San Diego, CA, IEEE Press, New York
-
Gallant, A.R., White, H., 1988. There exists a neural network that does not make avoidable mistakes. Proceedings of the second annual IEEE conference on neural networks, San Diego, CA, vol. 1. IEEE Press, New York, pp. 657-664.
-
(1988)
Proceedings of the Second Annual IEEE Conference on Neural Networks
, vol.1
, pp. 657-664
-
-
Gallant, A.R.1
White, H.2
-
17
-
-
0026449851
-
On learning the derivatives of an unknown mapping with multilayer feedforward networks
-
Gallant, A.R., White, H., 1992. On learning the derivatives of an unknown mapping with multilayer feedforward networks. Neural Networks 5, 129-138.
-
(1992)
Neural Networks
, vol.5
, pp. 129-138
-
-
Gallant, A.R.1
White, H.2
-
19
-
-
0024878952
-
Theory of the backpropagation neural networks
-
Washington DC, IEEE Press, New York
-
Hecht-Nielsen, R., 1989. Theory of the backpropagation neural networks. Proceedings of the international joint conference on neural networks, Washington DC, vol. 1. IEEE Press, New York, pp. 593-605.
-
(1989)
Proceedings of the International Joint Conference on Neural Networks
, vol.1
, pp. 593-605
-
-
Hecht-Nielsen, R.1
-
20
-
-
0024880831
-
Multilayer feedforward networks are universal approximators
-
Hornik, K., Stinchcombe, M., White, H., 1989. Multilayer feedforward networks are universal approximators. Neural Networks 2, 359-366.
-
(1989)
Neural Networks
, vol.2
, pp. 359-366
-
-
Hornik, K.1
Stinchcombe, M.2
White, H.3
-
21
-
-
0025627940
-
Universal approximation of an unknown mapping and its derivatives using multilayer feedforward networks
-
Hornik, K., Stinchcombe, M., White, H., 1990. Universal approximation of an unknown mapping and its derivatives using multilayer feedforward networks. Neural Networks 3, 551-560.
-
(1990)
Neural Networks
, vol.3
, pp. 551-560
-
-
Hornik, K.1
Stinchcombe, M.2
White, H.3
-
22
-
-
45449124697
-
The statistical properties of daily foreign exchange rates: 1974-1983
-
Hsieh, D.A., 1988. The statistical properties of daily foreign exchange rates: 1974-1983. Journal of International Economics 24, 129-145.
-
(1988)
Journal of International Economics
, vol.24
, pp. 129-145
-
-
Hsieh, D.A.1
-
23
-
-
0000605911
-
Testing for nonlinear dependence in foreign exchange rates: 1974-1983
-
Hsieh, D.A., 1989. Testing for nonlinear dependence in foreign exchange rates: 1974-1983. Journal of Business 62, 339-368.
-
(1989)
Journal of Business
, vol.62
, pp. 339-368
-
-
Hsieh, D.A.1
-
24
-
-
84983857211
-
Forecasting exchange rates using feedforward and recurrent neural networks
-
Kuan, C.-M., Liu, T., 1995. Forecasting exchange rates using feedforward and recurrent neural networks. Journal of Applied Econometrics 10, 347-364.
-
(1995)
Journal of Applied Econometrics
, vol.10
, pp. 347-364
-
-
Kuan, C.-M.1
Liu, T.2
-
25
-
-
84948516717
-
Artificial neural networks: An econometric perspective
-
Kuan, C.-M., White, H., 1994. Artificial neural networks: an econometric perspective. Econometric Reviews 13, 1-91.
-
(1994)
Econometric Reviews
, vol.13
, pp. 1-91
-
-
Kuan, C.-M.1
White, H.2
-
28
-
-
84986348744
-
Forecast improvements using a volatility index
-
LeBaron, B., 1992b. Forecast improvements using a volatility index. Journal of Applied Econometrics 7, 137-150.
-
(1992)
Journal of Applied Econometrics
, vol.7
, pp. 137-150
-
-
LeBaron, B.1
-
29
-
-
0041776665
-
The significance of technical trading-rule profits in the foreign exchange market: A bootstrap approach
-
Levich, R.M., Thomas, L.R., 1993. The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach. Journal of International Money and Finance 12, 451-474.
-
(1993)
Journal of International Money and Finance
, vol.12
, pp. 451-474
-
-
Levich, R.M.1
Thomas, L.R.2
-
30
-
-
84986376840
-
Testing the martingale hypothesis in Deutsche Mark futures with models specifying the form of heteroskedasticity
-
McCurdy, T.H., Morgan, I.G., 1988. Testing the martingale hypothesis in Deutsche Mark futures with models specifying the form of heteroskedasticity. Journal of Applied Econometrics 3, 187-202.
-
(1988)
Journal of Applied Econometrics
, vol.3
, pp. 187-202
-
-
McCurdy, T.H.1
Morgan, I.G.2
-
31
-
-
33846907054
-
Empirical exchange rate models of the seventies: Do they fit out sample?
-
Meese, R.A., Rogoff, K., 1983. Empirical exchange rate models of the seventies: do they fit out sample? Journal of International Economics 14, 3-24.
-
(1983)
Journal of International Economics
, vol.14
, pp. 3-24
-
-
Meese, R.A.1
Rogoff, K.2
-
32
-
-
0000060713
-
Non-linear, non-parametric, non-essential exchange rate estimation
-
Meese, R.A., Rose, A.K., 1990. Non-linear, non-parametric, non-essential exchange rate estimation. American Economic Review 80, 192-196.
-
(1990)
American Economic Review
, vol.80
, pp. 192-196
-
-
Meese, R.A.1
Rose, A.K.2
-
33
-
-
84959798347
-
An empirical assessment of non-linearities in models of exchange rate determination
-
Meese, R.A., Rose, A.K., 1991. An empirical assessment of non-linearities in models of exchange rate determination. Review of Economic Studies 58, 603-619.
-
(1991)
Review of Economic Studies
, vol.58
, pp. 603-619
-
-
Meese, R.A.1
Rose, A.K.2
-
34
-
-
0001048637
-
Naive trading rules in financial markets and Wiener-Kolmogorov prediction theory: A study of 'Technical Analysis'
-
Neftci, S.N., 1991. Naive trading rules in financial markets and Wiener-Kolmogorov prediction theory: a study of 'Technical Analysis'. Journal of Business 64, 549-571.
-
(1991)
Journal of Business
, vol.64
, pp. 549-571
-
-
Neftci, S.N.1
-
35
-
-
0001075056
-
Asymptotically efficient estimation in the presence of heteroskedasticity of unknown form
-
Robinson, P.M., 1987. Asymptotically efficient estimation in the presence of heteroskedasticity of unknown form. Econometrica 55, 875-891.
-
(1987)
Econometrica
, vol.55
, pp. 875-891
-
-
Robinson, P.M.1
-
36
-
-
0000388992
-
Consistent nonparametric regression
-
Stone, C.J., 1977. Consistent nonparametric regression. Annals of Statistics 5, 595-645.
-
(1977)
Annals of Statistics
, vol.5
, pp. 595-645
-
-
Stone, C.J.1
-
37
-
-
0000935002
-
Beating the foreign exchange market
-
Sweeney, R.J., 1986. Beating the foreign exchange market. Journal of Finance 41, 163-182.
-
(1986)
Journal of Finance
, vol.41
, pp. 163-182
-
-
Sweeney, R.J.1
-
39
-
-
84984474597
-
Rewards available to currency futures speculators: Compensation for risk or evidence of inefficient pricing?
-
Taylor, S.J., 1992. Rewards available to currency futures speculators: compensation for risk or evidence of inefficient pricing? Economic Record 68, 105-116.
-
(1992)
Economic Record
, vol.68
, pp. 105-116
-
-
Taylor, S.J.1
-
41
-
-
0001766676
-
An examination of foreign exchange risk under fixed and floating rate regimes
-
Westerfield, J.M., 1977. An examination of foreign exchange risk under fixed and floating rate regimes. Journal of International Economics 7, 181-200.
-
(1977)
Journal of International Economics
, vol.7
, pp. 181-200
-
-
Westerfield, J.M.1
-
42
-
-
84986753922
-
Nearest-neighbor methods for time series analysis
-
Yakowitz, S., 1987. Nearest-neighbor methods for time series analysis. Journal of Time Series Analysis 8, 235-247.
-
(1987)
Journal of Time Series Analysis
, vol.8
, pp. 235-247
-
-
Yakowitz, S.1
|