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Home / The European Journal of Finance, Volume 19, Number 3

Publisher: Routledge, part of the Taylor & Francis Group

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Volume 19, Number 3, 1 March 2013

Modelling and trading the realised volatility of the FTSE100 futures with higher order neural networks
pp. 165-179(15)
Authors: Sermpinis, Georgios; Laws, Jason; Dunis, Christian L.

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GP algorithm versus hybrid and mixed neural networks
pp. 180-205(26)
Authors: Dunis, Christian L.; Laws, Jason; Karathanasopoulos, Andreas

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Optimal portfolio selection in nonlinear arbitrage spreads
pp. 206-227(22)
Authors: Alsayed, Hamad; McGroarty, Frank

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Football championships and jersey sponsors’ stock prices: an empirical investigation
pp. 228-241(14)
Authors: Hanke, Michael; Kirchler, Michael

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