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Friedrich Leisch
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Forecasting exchange rates using cointegration models and intra-day data
Stationary and Integrated Autoregressive Neural Network Processes
Cointegration and Exchange Market Efficiency: An Analysis of High Frequency Data
On the ergodicity and stationarity of the ARMA (1,1) recurrent neural network process
Stationarity and stability of autoregressive neural network processes
Stationary and Integrated Autoregressive Neural Network Processes
On the stationarity of autoregressive neural network models
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