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isPartOf:"Working papers"
subject:"General equilibrium"
~isPartOf:"Energy economics"
~subject:"Time series analysis"
~subject:"United States"
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General equilibrium
Time series analysis
United States
Theorie
1,521
Theory
1,521
Elektrizitätswirtschaft
184
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183
Greenhouse gas emissions
138
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138
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Roson, Roberto
12
Ślepaczuk, Robert
7
Billio, Monica
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Böhringer, Christoph
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Casarin, Roberto
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Reilly, John M.
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Weron, Rafał
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Covarrubias, Enrique
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Sartori, Martina
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Benth, Fred Espen
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Britz, Wolfgang
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Capistrán Carmona, Carlos
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Di Sanzo, Silvestro
2
Fujimori, Shinichiro
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Gabriel, Steven A.
2
Gottardi, Piero
2
Hammoudeh, Shawkat
2
He, Changli
2
Herzog, Howard J.
2
Iacopini, Matteo
2
Kang, Jian
2
Li, Aijun
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Linares, Pedro
2
Masui, Toshihiko
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Matsuoka, Yuzuru
2
Mount, Tim
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Narayan, Paresh Kumar
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Nguyen, Duc Khuong
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Otranto, Edoardo
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Ravazzolo, Francesco
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Smyth, Russell
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2
Teräsvirta, Timo
2
Thompson, Henry
2
Wang, Yudong
2
Waschik, Robert G.
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Wei, Yi-Ming
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ECONIS (ZBW)
245
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1
A vector multiplicative error model with spillover effects and co-movements
Otranto, Edoardo
-
2024
-
Prima edizione
Persistent link: https://www.econbiz.de/10014519167
Saved in:
2
Optimal markowitz portfolio using returns forecasted with time series and machine learning models
Ślusarczyk, Damian
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014446491
Saved in:
3
Ensembling ARIMAX model in algorithmic investment strategies on commodities market
Jakubowski, Paweł
;
Ślepaczuk, Robert
;
Windorbski, …
-
2023
Persistent link: https://www.econbiz.de/10014448210
Saved in:
4
Hedging properties of algorithmic investment strategies using long short-term memory and time series models for equity indices
Michańków, Jakub
;
Sakowsk, Paweł
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448237
Saved in:
5
Predicting DJIA, NASDAQ and NYSE index prices using ARIMA and VAR models
Teymurzade, Sahil
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448266
Saved in:
6
Monitoring multicountry macroeconomic risk
Korobilis, Dimitris
;
Schröder, Maximilian
-
2023
Persistent link: https://www.econbiz.de/10014285859
Saved in:
7
The performance of time series forecasting based on classical and machine learning methods for S&P 500 index
Uzzal, Maudud Hassan
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014305886
Saved in:
8
Interpolation and shock persistence of prewar U.S. macroeconomic time series : a reconsideration
Dezhbakhsh, Hashem
;
Levy, Daniel C.
-
2022
-
Last revision: February 9, 2022
Persistent link: https://www.econbiz.de/10013164224
Saved in:
9
Smooth and abrupt dynamics in financial volatility : the MS-MEM-MIDAS
Scaffidi Domianello, Luca
;
Gallo, Giampiero M.
; …
-
2022
-
Prima edizione
Persistent link: https://www.econbiz.de/10014261237
Saved in:
10
Comparison of the accuracy in VaR forecasting for commodities using different methods of combining forecasts
Lis, Szymon
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012795166
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