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Modelling and Trading the English and German Stock Markets with Novelty Optimization Techniques Journal article
Karathanasopoulos, Andreas, Mitra, Sovan, Skindilias, Konstantinos, Lo, Chia Chun. Modelling and Trading the English and German Stock Markets with Novelty Optimization Techniques[J]. JOURNAL OF FORECASTING, 2017, 36(8), 974-988.
Authors:  Karathanasopoulos, Andreas;  Mitra, Sovan;  Skindilias, Konstantinos;  Lo, Chia Chun
Favorite | TC[WOS]:5 TC[Scopus]:6  IF:3.4/3.2 | Submit date:2018/10/30
Particle Swarm Optimization  Radial Basis Function  Confirmation Filters  Ftse 100  Dax 30day Trading  
New evidence on the relation between return volatility and trading volume Journal article
Thomas C. Chiang, Zhuo Qiao, Wing-Keung Wong. New evidence on the relation between return volatility and trading volume[J]. Journal of Forecasting, 2010(29), 502–515.
Authors:  Thomas C. Chiang;  Zhuo Qiao;  Wing-Keung Wong
Favorite | TC[WOS]:40 TC[Scopus]:48 | Submit date:2019/11/01
Return Volatility  High Frequency Data  Trading Volume  Non-linear Granger Causality