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subject:"Zeitreihenanalyse"
~isPartOf:"Computational economics"
~subject:"Finanzmarkt"
~subject:"Volatility"
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Zeitreihenanalyse
Finanzmarkt
Volatility
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
Agentenbasierte Modellierung
64
Stochastic process
43
Stochastischer Prozess
43
Volatilität
42
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39
Börsenkurs
36
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36
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33
Neural networks
32
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32
Schätzung
32
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29
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29
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27
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27
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24
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23
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114
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115
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115
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English
115
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Chen, Cathy W. S.
3
Li, Yong
3
Boubaker, Heni
2
Ceffer, Attila
2
Chen, Yi-Ting
2
Gupta, Rangan
2
Huang, Ya-Chi
2
Jawadi, Fredj
2
Li, Yushu
2
Pollock, David Stephen G.
2
Sephton, Peter S.
2
Sun, Edward W.
2
Tsao, Chueh-Yung
2
Afuecheta, Emmanuel
1
Aksoy, Ümit
1
Aminimehr, Akbar
1
Aminimehr, Amin
1
Aminimehr, Amirhossein
1
Andersson, Fredrik N. G.
1
Antognini, Jonathan
1
Arce, Paola
1
Arroyo, Javier
1
Asai, Manabu
1
Atli, Ayca Hatice
1
Avdoulas, Christos
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Aydoğan, Burcu
1
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1
Banerjee, Sayak
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
Beyaztas, Ufuk
1
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1
Biswas, Munmun
1
Boutahar, Mohamed
1
Brorsen, B. Wade
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Computational economics
Journal of econometrics
422
Economics letters
385
NBER working paper series
381
Working paper / National Bureau of Economic Research, Inc.
370
NBER Working Paper
345
International journal of forecasting
338
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
279
Journal of forecasting
259
Discussion paper / Tinbergen Institute
228
Economic modelling
210
Journal of economic dynamics & control
207
Econometric theory
201
Discussion paper / Centre for Economic Policy Research
200
Journal of banking & finance
174
Econometric reviews
166
Working paper
166
Applied economics
161
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
129
Journal of empirical finance
122
Applied economics letters
120
Journal of applied econometrics
120
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
118
International journal of theoretical and applied finance
114
Journal of international money and finance
114
Journal of monetary economics
112
Finance research letters
111
Journal of financial economics
111
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
109
CESifo working papers
107
CREATES research paper
104
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
104
Energy economics
102
International review of economics & finance : IREF
102
International review of financial analysis
102
Macroeconomic dynamics
100
The review of financial studies
92
Journal of economic theory
88
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
87
Working paper / Department of Econometrics and Business Statistics, Monash University
86
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ECONIS (ZBW)
115
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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
Reconstructing the emergent organization of information flows in international stock markets : a computational complex systems approach
Buscema, Massimo
;
Della Torre, Francesca
;
Massini, Giulia
; …
- In:
Computational economics
62
(
2023
)
1
,
pp. 49-89
Persistent link: https://www.econbiz.de/10014327224
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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