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type_genre:"Article in journal"
~isPartOf:"Computational economics"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Volatility
Zeitreihenanalyse
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
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64
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64
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Article in journal
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100
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Chen, Cathy W. S.
3
Li, Yong
3
Boubaker, Heni
2
Ceffer, Attila
2
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2
Huang, Ya-Chi
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2
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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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Asai, Manabu
1
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1
Brorsen, B. Wade
1
Caicedo-Llano, Juliana
1
Camarero Olivas, Mariam
1
Canarella, Giorgio
1
Cao, Yongquan
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Computational economics
Journal of econometrics
410
Economics letters
335
International journal of forecasting
335
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
273
Journal of forecasting
256
Econometric theory
198
Economic modelling
165
Econometric reviews
160
Applied economics
151
Journal of banking & finance
126
Journal of economic dynamics & control
126
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
124
Journal of applied econometrics
116
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
111
Applied economics letters
109
Journal of empirical finance
108
Energy economics
99
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
91
Finance research letters
90
Journal of international money and finance
90
International journal of theoretical and applied finance
85
Journal of financial economics
83
International review of economics & finance : IREF
75
International review of financial analysis
75
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Macroeconomic dynamics
70
The European journal of finance
67
Oxford bulletin of economics and statistics
64
The review of financial studies
63
Journal of macroeconomics
62
Journal of monetary economics
61
The North American journal of economics and finance : a journal of financial economics studies
60
Journal of risk and financial management : JRFM
58
The journal of finance : the journal of the American Finance Association
58
Journal of financial econometrics : official journal of the Society for Financial Econometrics
57
Quantitative finance
57
European journal of operational research : EJOR
56
Applied financial economics
55
Econometrics : open access journal
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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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