Trends in foreign exchange markets: an analysis based on taylor´s methodology
A. Fernández-Pérez, F. Fernández-Rodríguez, S. Sosvilla-Rivero. Anales de Economía Aplicada, 2009, XXIII.
Fulltext
Abstract
Estimating time-varying variances and covariances via nearest neighbour multivariate predictions : applications to the NYSE and the Madrid Stock Exchange Index
E. Acosta-González, F. Fernández-Rodríguez, J. Andrada-Félix. Applied Economics, 2009, 41 (26), pp. 3437 - 3445.
Fulltext
Abstract
Model selection via genetic algorithms illustrated with cross-country growth data
E. Acosta-González, F. Fernández-Rodríguez. Empirical Economics, 2007, 33 (2), pp. 313 - 337.
Fulltext
Abstract
Improving moving average trading rules with boosting and statistical learning methods
J. Andrada-Félix, F. Fernández-Rodríguez. Journal of Forecasting, 2008, 27 (5), pp. 433 - 449.
Fulltext
Abstract
Interest Rate Term Structure Modeling Using Free-Knot Splines
F. Fernández-Rodríguez. The Journal of Business, 2006, 79 (6), pp. 3083 - 3100.
Fulltext
Abstract
