Information Sciences · 2014 · 231 citations · 60 references
ComputingComputer ScienceFinanceFinancial EconomicsForecastingTime Series AnalysisComputational Time Series AnalysisFinancial Time Series AnalysisTime Series AnalyticsTime Series ForecastingTime Series ModelingTime Series PredictionFinancial Time Series ForecastingGranularity
60
Data mining: concepts and techniques
Jiawei Han, Micheline Kamber · Choice Reviews Online · 2012 · 28.9K citations
Generalized autoregressive conditional heteroskedasticity
Tim Bollerslev · Journal of Econometrics · 1986 · 22.3K citations · Full text
Business, Finance, Econometrics +11
Time Series Analysis: Forecasting and Control
Michael D. Geurts, George E. P. Box, Gwilym M. Jenkins · Journal of Marketing Research · 1977 · 19.3K citations
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