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publications

(22)   

• Central bank interventions and exchange rates: an analysis with high frequency data
  Claudio Morana and Andrea Beltratti Journal of International Financial Markets, Institutions and Money10(3-4):349--362Dec2000.
  to data frequency High by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Does intraday technical analysis in the U.S. equity market have value?
  Ben R. Marshall and Rochester H. Cahan and Jared M. Cahan Journal of Empirical Finance15(2):199--210Mar2008.
  to data frequency High by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• High resolution imaging of continuously moving object using stepped frequency radar
  Yingbo Hua Signal Processing35(1):33--40Jan1994.
  to resolution High imaging by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Design of optimum high-order finite-wordlength digital FIR filters with linear phase
  Gennaro Evangelista Signal Processing82(2):187--194Feb2002.
  to of order high filters FIR Design by smicha and 1 other person on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Image restoration from a downsampled image by using the DCT
  Yoshinori Abe and Youji Iiguni Signal Processing87(10):2370--2380Oct2007.
  to restoration image resolution High by smicha and 1 other person on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Computing the minimum covariance determinant estimator (MCD) by simulated annealing
  Valentin Todorov Computational Statistics \& Data Analysis14(4):515--525Nov1992.
  to point breakdown estimators High by smicha on Apr 23, 2008, 2:55 PM
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• Applications and algorithms for least trimmed sum of absolute deviations regression
  Douglas M. Hawkins and David Olive Computational Statistics \& Data Analysis32(2):119--134Dec1999.
  to breakdown High by smicha on Apr 23, 2008, 2:55 PM
  URL | BibTeX 
• On the diversity of estimates
  Jan 'Amos V'isek Computational Statistics \& Data Analysis34(1):67--89Jul2000.
  to point Diagnostics by breakdown high by smicha on Apr 23, 2008, 2:55 PM
  URL | BibTeX 
• Nonlinear dynamics in Nasdaq dealer quotes
  Bart Frijns and Peter C. Schotman Computational Statistics \& Data Analysis51(4):2246--2266Dec2006.
  to data frequency High by smicha and 1 other person on Apr 23, 2008, 2:55 PM
  URL | BibTeX 
• Relaxed Lasso
  Nicolai Meinshausen Computational Statistics \& Data Analysis52(1):374--393Sep2007.
  to dimensionality High by smicha and 1 other person on Apr 23, 2008, 2:55 PM
  URL | BibTeX 
• Consistent high-frequency calibration
  David Aadland and Kevin X. D. Huang Journal of Economic Dynamics and Control28(11):2277--2295Oct2004.
  to frequency High by smicha on Apr 22, 2008, 3:17 PM
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• The supremum of a process with stationary independent and symmetric increments
  Simeon M. Berman Stochastic Processes and their Applications23(2):281--290Dec1986.
  to level regular variation Independent * above increments supremum high sojourn distribution by smicha on Apr 22, 2008, 2:25 PM
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• Extreme co-movements and extreme impacts in high frequency data in finance
  Zhengjun Zhang and Kazuhiko Shinki Journal of Banking \& Finance31(5):1399--1415May2007.
  to data frequency High by smicha on Apr 22, 2008, 1:53 PM
  URL | BibTeX 
• A model for distribution of high-tax payers
  Keizo Yamamoto and Sasuke Miyazima and Rajindar K. Koshal and Yuko Yamada Physica A: Statistical Mechanics and its Applications314(1-4):743--748Nov2002.
  to rank income High by smicha on Apr 22, 2008, 10:36 AM
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• A model-potential approach for bismuth: II. behaviour under shock loading
  N. Wetta and J. L. P'elissier Physica A: Statistical Mechanics and its Applications289(3-4):479--497Jan2001.
  to pressure High by smicha on Apr 22, 2008, 10:36 AM
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• A dynamical structure of high frequency currency exchange market
  Naoya Sazuka and Toru Ohira and Kouhei Marumo and Tokiko Shimizu and Misako Takayasu and Hideki Takayasu Physica A: Statistical Mechanics and its Applications324(1-2):366--371Jun2003.
  to data frequency analysis High by smicha on Apr 22, 2008, 10:36 AM
  URL | BibTeX 
• Thermodynamics of the S=1 spin ladder as a composite S=2 chain model
  Onofre Rojas and E. V. Corr^ea Silva and S. M. de Souza and M. T. Thomaz Physica A: Statistical Mechanics and its Applications356(2-4):575--588Oct2005.
  to expansion High temperature by smicha on Apr 22, 2008, 10:36 AM
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• A model-potential approach for bismuth (I). Densification and melting curve calculation
  J. L. P'elissier and N. Wetta Physica A: Statistical Mechanics and its Applications289(3-4):459--478Jan2001.
  to pressure High by smicha on Apr 22, 2008, 10:36 AM
  URL | BibTeX 
• Remarks on the convergence of the [beta]-expansion of and s=1 Ising models
  Winder A. Moura-Melo and Onofre Rojas and E. V. Corr^ea Silva and S. M. de Souza and M. T. Thomaz Physica A: Statistical Mechanics and its ApplicationsMay2003.
  to of expansion Convergence high temperature by smicha on Apr 22, 2008, 10:36 AM
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• Complexity in high-energy physics
  W. Kittel Physica A: Statistical Mechanics and its Applications338(1-2):7--19Jul2004.
  to physics High energy by smicha on Apr 22, 2008, 10:36 AM
  URL | BibTeX