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ICAISC
2004
Springer
14 years 3 months ago
One Day Prediction of NIKKEI Index Considering Information from Other Stock Markets
A task of a stock index prediction is presented in this paper. Several issues are considered. The data is gathered at the concerned stock market (NIKKEI) and two other markets (NAS...
Marcin Jaruszewicz, Jacek Mandziuk
ICIS
2001
13 years 11 months ago
Transaction Costs and Market Efficiency
Previous research suggests that a decline in transactions costs leads to improved economic efficiency. In this paper,weshowthatsuchadeclinewillintroduceincreasinglyuninformedconsu...
Bin Gu, Lorin M. Hitt
ANOR
2007
81views more  ANOR 2007»
13 years 10 months ago
A conditional-SGT-VaR approach with alternative GARCH models
This paper proposes a conditional technique for the estimation of VaR and expected shortfall measures based on the skewed generalized t (SGT) distribution. The estimation of the co...
Turan G. Bali, Panayiotis Theodossiou
EPEW
2005
Springer
14 years 3 months ago
Verifying the Conformance of Web Services to Global Interaction Protocols: A First Step
Abstract. Global choreographies define the rules that peers should respect in their interaction, with the aim of guaranteeing interoperability. act choreography can be seen as a p...
Matteo Baldoni, Cristina Baroglio, Alberto Martell...
ICDCS
2008
IEEE
14 years 4 months ago
Crystal: An Emulation Framework for Practical Peer-to-Peer Multimedia Streaming Systems
To rapidly evolve new designs of peer-to-peer (P2P) multimedia streaming systems, it is highly desirable to test and troubleshoot them in a controlled and repeatable experimental ...
Mea Wang, Hassan Shojania, Baochun Li