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subject:"Zeitreihenanalyse"
~isPartOf:"Computational economics"
~language:"eng"
~subject:"Markov-Kette"
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Zeitreihenanalyse
Markov-Kette
Theorie
551
Theory
551
Forecasting model
91
Prognoseverfahren
91
Time series analysis
76
Portfolio selection
72
Portfolio-Management
72
Mathematical programming
69
Mathematische Optimierung
69
Agent-based modeling
65
Agentenbasierte Modellierung
65
Volatility
46
Volatilität
46
Stochastic process
43
Stochastischer Prozess
43
Simulation
40
Börsenkurs
38
Share price
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Estimation
35
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29
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91
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92
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Boubaker, Heni
2
Ceffer, Attila
2
Chen, Cathy W. S.
2
Chen, Yi-Ting
2
Gupta, Rangan
2
Huang, Ya-Chi
2
Jawadi, Fredj
2
Li, Yong
2
Li, Yushu
2
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2
Sephton, Peter S.
2
Siu, Tak Kuen
2
Sun, Edward W.
2
Tsao, Chueh-Yung
2
Andersson, Fredrik N. G.
1
Antognini, Jonathan
1
Arce, Paola
1
Arroyo, Javier
1
Asai, Manabu
1
Atli, Ayca Hatice
1
Avdoulas, Christos
1
Azencott, Robert
1
Bahramian, Pejman
1
Banerjee, Sayak
1
Barde, Sylvain
1
Barrio Castro, Tomás del
1
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1
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1
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1
Bhattacharya, Shramana
1
Biswas, Munmun
1
Boreiko, D. V.
1
Boutahar, Mohamed
1
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1
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Computational economics
Journal of econometrics
377
International journal of forecasting
327
Economics letters
303
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
261
Journal of forecasting
235
Discussion paper / Tinbergen Institute
204
Econometric theory
197
European journal of operational research : EJOR
188
Econometric reviews
145
Economic modelling
133
Applied economics
112
Journal of economic dynamics & control
110
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
109
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
105
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
103
Journal of applied econometrics
96
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
92
Working paper / Department of Econometrics and Business Statistics, Monash University
92
Working paper
86
Applied economics letters
76
CREATES research paper
73
Working paper / National Bureau of Economic Research, Inc.
72
NBER Working Paper
71
Série des documents de travail / Centre de Recherche en Économie et Statistique
71
International journal of production research
69
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
68
Journal of empirical finance
65
NBER working paper series
65
Energy economics
64
Risks : open access journal
63
Mathematical methods of operations research
62
Cowles Foundation discussion paper
58
Insurance / Mathematics & economics
56
Oxford bulletin of economics and statistics
56
CESifo working papers
54
SFB 649 discussion paper
53
The econometrics journal
53
Finance research letters
52
Macroeconomic dynamics
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ECONIS (ZBW)
92
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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 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:
3
Hybridization of ARIMA with learning models for forecasting of stock market time series
Pokou, Frédy
;
Kamdem, Jules Sadefo
;
Benhmad, François
- In:
Computational economics
63
(
2024
)
4
,
pp. 1349-1399
Persistent link: https://www.econbiz.de/10014549025
Saved in:
4
New unit root tests in the nonlinear ESTAR framework : the movement and volatility characteristics of crude oil and copper prices
Li, Yanglin
- In:
Computational economics
63
(
2024
)
5
,
pp. 1757-1776
Persistent link: https://www.econbiz.de/10014549246
Saved in:
5
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:
6
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:
7
A time-dependent Markovian model of a limit order book
Chávez Casillas, Jonathan A.
- In:
Computational economics
63
(
2024
)
2
,
pp. 679-709
Persistent link: https://www.econbiz.de/10014472546
Saved in:
8
Two-stage hybrid feature selection approach using Levy's flight based chicken swarm optimization for stock market forecasting
Verma, Satya
;
Sahu, Satya Prakash
;
Sahu, Tirath Prasad
- In:
Computational economics
63
(
2024
)
6
,
pp. 2193-2224
Persistent link: https://www.econbiz.de/10014636728
Saved in:
9
Volatilityforecastingpackage : a financial volatility package in mathematica
Khodabaccus, Noorshanaaz
;
Saib, Aslam A. E. F.
- In:
Computational economics
63
(
2024
)
6
,
pp. 2307-2324
Persistent link: https://www.econbiz.de/10014636740
Saved in:
10
Pattern recognition in microtrading behaviors preceding stock price jumps : a study based on mutual information for multivariate time series
Kong, Ao
;
Azencott, Robert
;
Zhu, Hongliang
;
Li, Xindan
- In:
Computational economics
63
(
2024
)
4
,
pp. 1401-1429
Persistent link: https://www.econbiz.de/10014549027
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