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accessRights:"restricted"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of empirical finance"
~language:"eng"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Markov chain
42
Markov-Kette
42
Theorie
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25
Prognoseverfahren
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Diewald, Laszlo
1
Dimitrakopoulos, Stefanos
1
Kang, Kyu Ho
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Kim, Dongwhan
1
Mao, Xiuping
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Omori, Yasuhiro
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Pollastri, Alessandro
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Rodrigues, Paulo Jorge Maurício
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Takahashi, Makoto
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International journal of forecasting
Journal of empirical finance
European journal of operational research : EJOR
30
Insurance / Mathematics & economics
11
Mathematics of operations research
11
Quantitative finance
11
Computational economics
10
International journal of theoretical and applied finance
10
Operations research
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Journal of econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Finance research letters
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Journal of economic dynamics & control
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of financial engineering
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International journal of production research
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Operations research letters
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Opsearch : journal of the Operational Research Society of India
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Applied mathematical finance
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Finance and stochastics
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International Series in Operations Research & Management Science
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Journal of forecasting
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Journal of mathematical finance
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Economics letters
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IMA journal of management mathematics
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International journal of production economics
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International review of financial analysis
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Mathematical methods of operations research
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OR spectrum : quantitative approaches in management
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Operational research : an international journal
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Review of quantitative finance and accounting
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Scandinavian actuarial journal
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ECONIS (ZBW)
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1
A jumping index of jumping stocks? : an MCMC analysis of continuous-time models for individual stocks
Pollastri, Alessandro
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of empirical finance
70
(
2023
),
pp. 322-341
Persistent link: https://www.econbiz.de/10014423714
Saved in:
2
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
3
Ordinal-response GARCH models for transaction data : a forecasting exercise
Dimitrakopoulos, Stefanos
;
Tsionas, Efthymios G.
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1273-1287
Persistent link: https://www.econbiz.de/10012305278
Saved in:
4
Threshold stochastic volatility : properties and forecasting
Mao, Xiuping
;
Ruiz, Esther
;
Veiga, Helena
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 1105-1123
Persistent link: https://www.econbiz.de/10011746949
Saved in:
5
Volatility and quantile forecasts by realized stochastic volatility models with generalized hyperbolic distribution
Takahashi, Makoto
;
Watanabe, Toshiaki
;
Omori, Yasuhiro
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 437-457
Persistent link: https://www.econbiz.de/10011597142
Saved in:
6
Time-variations in commodity price jumps
Diewald, Laszlo
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of empirical finance
31
(
2015
),
pp. 72-84
Persistent link: https://www.econbiz.de/10011489343
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