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subject:"Zeitreihenanalyse"
~isPartOf:"Computational economics"
~subject:"Estimation"
~subject:"Stochastic process"
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Zeitreihenanalyse
Estimation
Stochastic process
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
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46
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46
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43
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Li, Yong
4
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Computational economics
Working paper / National Bureau of Economic Research, Inc.
637
NBER working paper series
533
European journal of operational research : EJOR
524
NBER Working Paper
508
Journal of econometrics
502
Economics letters
485
Discussion paper / Centre for Economic Policy Research
402
Applied economics
394
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
382
International journal of forecasting
364
Discussion paper series / IZA
299
Discussion paper / Tinbergen Institute
298
Economic modelling
298
CESifo working papers
282
Journal of forecasting
273
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263
Journal of economic dynamics & control
241
Applied economics letters
232
Econometric theory
228
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
227
Journal of applied econometrics
211
Econometric reviews
209
Insurance / Mathematics & economics
187
Journal of international money and finance
182
Discussion paper
163
SpringerLink / Bücher
158
Europäische Hochschulschriften / 5
155
Journal of banking & finance
155
Journal of macroeconomics
155
IZA Discussion Paper
154
Computers & operations research : and their applications to problems of world concern ; an international journal
153
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
153
International journal of production research
148
The review of economics and statistics
148
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
146
Discussion papers / CEPR
144
Energy economics
142
Journal of empirical finance
142
Finance research letters
140
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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ECONIS (ZBW)
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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
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:
3
A method to pre-compile numerical integrals when solving stochastic dynamic problems
Arapakis, Karolos
- In:
Computational economics
61
(
2023
)
2
,
pp. 593-610
Persistent link: https://www.econbiz.de/10014228454
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
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:
6
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:
7
Zero‑adjusted log‑symmetric quantile regression models
Cunha, Danúbia R.
;
Divino, José Angelo
;
Saulo, Helton
- In:
Computational economics
63
(
2024
)
5
,
pp. 2087-2111
Persistent link: https://www.econbiz.de/10014550884
Saved in:
8
Bayesian inference for mixed Gaussian GARCH-type model by Hamiltonian Monte Carlo algorithm
Liang, Rubing
;
Qin, Binbin
;
Xia, Qiang
- In:
Computational economics
63
(
2024
)
1
,
pp. 193-220
Persistent link: https://www.econbiz.de/10014472071
Saved in:
9
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:
10
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
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