The St. Petersburg paradox and the crash of high-tech stocks in 2000SZEKELY, Gabor J; RICHARDS, Donald St. P.The American statistician. 2004, Vol 58, Num 3, pp 225-231, issn 0003-1305, 7 p.Article

How do elite athletes interact with the environment in competition? A situated analysis of trampolinists' activityHAUW, Denis; DURAND, Marc.European review of applied psychology. 2005, Vol 55, Num 3, pp 207-215, issn 1162-9088, 9 p.Article

A hybrid procedure with feature selection for resolving stock/futures price forecasting problemsHSU, Chih-Ming.Neural computing & applications (Print). 2013, Vol 22, Num 3-4, pp 651-671, issn 0941-0643, 21 p.Article

Some refinements of the standard autoassociative neural networkMAKKI, Behrooz; MONA NOORI HOSSEINI.Neural computing & applications (Print). 2013, Vol 22, Num 7-8, pp 1461-1475, issn 0941-0643, 15 p.Article

Multivariate contemporaneous-threshold autoregressive modelsDUEKER, Michael J; PSARADAKIS, Zacharias; SOLA, Martin et al.Journal of econometrics. 2011, Vol 160, Num 2, pp 311-325, issn 0304-4076, 15 p.Article

Persistent-threshold-GARCH processes : Model and applicationPARK, J. A; BAEK, J. S; HWANG, S. Y et al.Statistics & probability letters. 2009, Vol 79, Num 7, pp 907-914, issn 0167-7152, 8 p.Article

Bayesian inference for the hazard term structure with functional predictors using Bayesian predictive information criteriaANDO, Tomohiro.Computational statistics & data analysis. 2009, Vol 53, Num 6, pp 1925-1939, issn 0167-9473, 15 p.Article

Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise : Statistical and computational methods in FranceMANCINO, M. E; SANFELICI, S.Computational statistics & data analysis. 2008, Vol 52, Num 6, pp 2966-2989, issn 0167-9473, 24 p.Article

Asymptotic behavior of the distribution of the stock price in models with stochastic volatility : the Hull-White modelGULISASHVILI, Archil; STEIN, Elias M.Comptes rendus. Mathématique. 2006, Vol 343, Num 8, pp 519-523, issn 1631-073X, 5 p.Article

The method of fundamental solutions for solving options pricing modelsTSAI, C. C; YOUNG, D. L; CHIANG, J. H et al.Applied mathematics and computation. 2006, Vol 181, Num 1, pp 390-401, issn 0096-3003, 12 p.Article

Pricing cliquet options in jump-diffusion modelsYAN HAIFENG; YANG JIANQI; LIU LIMIN et al.Stochastic models. 2005, Vol 21, Num 4, pp 875-884, issn 1532-6349, 10 p.Article

Regression function estimation using spline waveletsKAMAL UDDIN, Md; NAIK-NIMBALKAR, U. V.Communications in statistics. Theory and methods. 2005, Vol 34, Num 4, pp 823-832, issn 0361-0926, 10 p.Article

The Student Subordinator Model with Dependence for Risky Asset ReturnsLEONENKO, N. N; PETHERICK, S; SIKORSKII, A et al.Communications in statistics. Theory and methods. 2011, Vol 40, Num 19-21, pp 3509-3523, issn 0361-0926, 15 p.Conference Paper

A note on the CIR process and the existence of equivalent martingale measuresZHI JUN GUO.Statistics & probability letters. 2008, Vol 78, Num 5, pp 481-487, issn 0167-7152, 7 p.Article

Bootstrap and fast double bootstrap tests of cointegration rank with financial time seriesAHLGREN, N; ANTELL, J.Computational statistics & data analysis. 2008, Vol 52, Num 10, pp 4754-4767, issn 0167-9473, 14 p.Article

An EOQ model with stock and price sensitive demandYOU, Peng-Sheng; HSIEH, Yi-Chih.Mathematical and computer modelling. 2007, Vol 45, Num 7-8, pp 933-942, issn 0895-7177, 10 p.Article

Stochastic volatility with leverage : Fast and efficient likelihood inferenceOMORI, Yasuhiro; CHIB, Siddhartha; SHEPHARD, Neil et al.Journal of econometrics. 2007, Vol 140, Num 2, pp 425-449, issn 0304-4076, 25 p.Article

Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatilityGRIFFIN, J. E; STEEL, M. F. J.Journal of econometrics. 2006, Vol 134, Num 2, pp 605-644, issn 0304-4076, 40 p.Article

Optimal partition algorithm of the RBF neural network and its application to financial time series forecastingSUN, Y. F; LIANG, Y. C; ZHANG, W. L et al.Neural computing & applications (Print). 2005, Vol 14, Num 1, pp 36-44, issn 0941-0643, 9 p.Article

Do UK stock prices deviate from fundamentals?ALIEN, D. E; YANG, W.Mathematics and computers in simulation. 2004, Vol 64, Num 3-4, pp 373-383, issn 0378-4754, 11 p.Conference Paper

The effects of a baby boom on stock prices and capital accumulation in the Presence of Social SecurityABEL, Andrew B.Econometrica. 2003, Vol 71, Num 2, pp 551-578, issn 0012-9682, 28 p.Article

Empirical reverse engineering of the pricing kernelCHERNOV, Mikhail.Journal of econometrics. 2003, Vol 116, Num 1-2, pp 329-364, issn 0304-4076, 36 p.Article

Causality effects in return volatility measures with random timesRENAULT, Eric; WORKER, Bas J. M.Journal of econometrics. 2010, Vol 160, Num 1, pp 272-279, issn 0304-4076, 8 p.Article

Estimating stochastic volatility models using daily returns and realized volatility simultaneouslyTAKAHASHI, Makoto; OMORI, Yasuhiro; WATANABE, Toshiaki et al.Computational statistics & data analysis. 2009, Vol 53, Num 6, pp 2404-2426, issn 0167-9473, 23 p.Article

Wavelet analysis of stock returns and aggregate economic activity : Statistical and computational methods in FranceGALLEGATI, Marco.Computational statistics & data analysis. 2008, Vol 52, Num 6, pp 3061-3074, issn 0167-9473, 14 p.Article