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Virgilijus Sakalauskas

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2009
7EEVirgilijus Sakalauskas, Dalia Kriksciuniene: Application of Neural Networks for Investigating Day-of-the-Week Effect in Stock Market. Tools and Applications with Artificial Intelligence 2009: 77-87
2008
6EEVirgilijus Sakalauskas, Dalia Kriksciuniene: The Impact of Taxes on Intra-week Stock Return Seasonality. ICCS (2) 2008: 504-513
5EEVirgilijus Sakalauskas, Dalia Kriksciuniene: Neural Networks Approach to the Detection of Weekly Seasonality in Stock Trading. IDEAL 2008: 444-451
2007
4EEVirgilijus Sakalauskas, Dalia Kriksciuniene: Analysis of the Day-of-the-Week Anomaly for the Case of Emerging Stock Market. EPIA Workshops 2007: 371-382
3 Virgilijus Sakalauskas, Dalia Kriksciuniene: Day of the Week Effect in Small Securities Markets. ICEIS (2) 2007: 432-435
2006
2EEVirgilijus Sakalauskas, Dalia Kriksciuniene: Evaluation of Value-at-Risk for short term investment by using Cornish-Fisher expansion. ISDA (1) 2006: 599-604
1EEVirgilijus Sakalauskas, Dalia Kriksciuniene: Short-Term Investment Risk Measurement Using VaR and CVaR. International Conference on Computational Science (4) 2006: 316-323

Coauthor Index

1Dalia Kriksciuniene [1] [2] [3] [4] [5] [6] [7]

Copyright © Sun May 17 03:24:02 2009 by Michael Ley (ley@uni-trier.de)