An econophysics approach to analyse uncertainty in financial markets: an application to the Portuguese stock market
β Scribed by A. Dionisio; R. Menezes; D. A. Mendes
- Book ID
- 111621787
- Publisher
- Springer
- Year
- 2006
- Tongue
- English
- Weight
- 124 KB
- Volume
- 50
- Category
- Article
- ISSN
- 1434-6036
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
## Abstract In econometrics, as a rule, the same data set is used to select the model and, conditional on the selected model, to forecast. However, one typically reports the properties of the (conditional) forecast, ignoring the fact that its properties are affected by the model selection (pretesti
The balance set approach, first introduced in [l, pp. 138-1401, is developed for op timization problems with objective functions taking values in W". As pointed out in [2,3], balance points have important economical interpretations. Since the theory of Riesz spaces and Banach lattices become more an