Katsuhiko Hayashi, Lukas Pichl, Taisei Kaizoji. Heteroskedastic Regression and Persistence in Random Walks at Tokyo Stock Exchange. In Jun Wang, Gary G. Yen, Marios M. Polycarpou, editors, Advances in Neural Networks - ISNN 2012 - 9th International Symposium on Neural Networks, Shenyang, China, July 11-14, 2012. Proceedings, Part II. Volume 7368 of Lecture Notes in Computer Science, pages 566-574, Springer, 2012. [doi]
Abstract is missing.