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source:"econis"
subject:"Zeitreihenanalyse"
~isPartOf:"Computational economics"
~subject:"Volatility"
~subject:"Wettbewerb"
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Zeitreihenanalyse
Volatility
Wettbewerb
Theorie
532
Theory
532
Forecasting model
85
Prognoseverfahren
85
Time series analysis
71
Portfolio selection
69
Portfolio-Management
69
Mathematical programming
67
Mathematische Optimierung
67
Agent-based modeling
64
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64
Stochastic process
43
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Computational economics
Journal of econometrics
416
Economics letters
411
International journal of forecasting
343
NBER working paper series
308
Working paper / National Bureau of Economic Research, Inc.
293
NBER Working Paper
292
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
278
Discussion paper / Centre for Economic Policy Research
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Journal of forecasting
256
Discussion paper / Tinbergen Institute
247
Econometric theory
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Economic modelling
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CESifo working papers
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Applied economics
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Econometric reviews
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Journal of banking & finance
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Journal of economic dynamics & control
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Applied economics letters
133
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
125
International journal of industrial organization
120
Journal of applied econometrics
119
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
113
European journal of operational research : EJOR
111
Journal of empirical finance
111
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
107
Energy economics
106
Journal of financial economics
105
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
103
CREATES research paper
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International review of economics & finance : IREF
101
Finance research letters
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Journal of international money and finance
94
Management science : journal of the Institute for Operations Research and the Management Sciences
92
Discussion papers / CEPR
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Discussion paper
87
International journal of theoretical and applied finance
86
Working paper / Department of Econometrics and Business Statistics, Monash University
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EUI working paper / ECO
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1
Nonparametric test for volatility in clustered multiple time series
Barrios, Erniel B.
;
Redondo, Paolo Victor T.
- In:
Computational economics
63
(
2024
)
2
,
pp. 861-876
Persistent link: https://www.econbiz.de/10014475068
Saved in:
2
A new neural network approach for predicting the volatility of stock market
Koo, Eunho
;
Kim, Geonwoo
- In:
Computational economics
61
(
2023
)
4
,
pp. 1665-1679
Persistent link: https://www.econbiz.de/10014327101
Saved in:
3
Optimal limit order book trading strategies with stochastic volatility in the underlying asset
Aydoğan, Burcu
;
Uğur, Ömür
;
Aksoy, Ümit
- In:
Computational economics
62
(
2023
)
1
,
pp. 289-324
Persistent link: https://www.econbiz.de/10014327497
Saved in:
4
A bootstrap method to test Granger-causality in the frequency domain
Farnè, Matteo
;
Montanari, Angela
- In:
Computational economics
59
(
2022
)
3
,
pp. 935-966
Persistent link: https://www.econbiz.de/10013169203
Saved in:
5
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
6
Convertible bond arbitrage smart beta
Zeitsch, Peter J.
- In:
Computational economics
63
(
2024
)
1
,
pp. 159-192
Persistent link: https://www.econbiz.de/10014472067
Saved in:
7
Statistical evaluation of deep learning models for stock return forecasting
Yilmaz, Firat Melih
;
Yildiztepe, Engin
- In:
Computational economics
63
(
2024
)
1
,
pp. 221-244
Persistent link: https://www.econbiz.de/10014472083
Saved in:
8
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
9
Stock price ranking by learning pairwise preferences
Tas, Engin
;
Atli, Ayca Hatice
- In:
Computational economics
63
(
2024
)
2
,
pp. 513-528
Persistent link: https://www.econbiz.de/10014472383
Saved in:
10
Computing Macro-effects and welfare costs of temperature volatility : a structural approach
Donadelli, Michael
;
Jüppner, Marcus
;
Paradiso, Antonio
; …
- In:
Computational economics
58
(
2021
)
2
,
pp. 347-394
Persistent link: https://www.econbiz.de/10012615019
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