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isPartOf:"SFB 649 discussion paper"
type_genre:"Working Paper"
~isPartOf:"Working papers"
~subject:"Nonparametric statistics"
~subject:"Zeitreihenanalyse"
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Nonparametric statistics
Zeitreihenanalyse
Theorie
932
Theory
932
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81
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81
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Härdle, Wolfgang
40
Okhrin, Ostap
10
Hautsch, Nikolaus
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Schienle, Melanie
7
Ślepaczuk, Robert
7
Billio, Monica
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Casarin, Roberto
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Chen, Ying
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Malec, Peter
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Mammen, Enno
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Reiß, Markus
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Spokojnyj, Vladimir G.
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Wang, Weining
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Mungo, Julius
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Okhrin, Yarema
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Rothe, Christoph
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Song, Song
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2
Bibinger, Markus
2
Blaskowitz, Oliver
2
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2
Di Sanzo, Silvestro
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Giacomini, Enzo
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Iacopini, Matteo
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Jeong, Seok-Oh
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Netšunajev, Aleksei
2
Otranto, Edoardo
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Ravazzolo, Francesco
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Ristig, Alexander
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Ritov, Ya'acov
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Rossini, Luca
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1
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SFB 649 discussion paper
Working papers
Discussion paper / Tinbergen Institute
193
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
125
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
101
Working paper / Department of Econometrics and Business Statistics, Monash University
94
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76
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74
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69
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66
Cowles Foundation discussion paper
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62
Discussion papers of interdisciplinary research project 373
59
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44
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44
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
42
Discussion paper / Centre for Economic Policy Research
40
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
35
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CoFE discussion papers
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
26
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
25
IHS economics series : working paper
25
Working papers / Rutgers University, Department of Economics
25
SSE EFI working paper series in economics and finance
24
Economics working paper
23
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
23
Discussion papers in economics
22
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21
Cambridge working papers in economics
20
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ECONIS (ZBW)
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1
A vector multiplicative error model with spillover effects and co-movements
Otranto, Edoardo
-
2024
-
Prima edizione
Persistent link: https://www.econbiz.de/10014519167
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2
Optimal markowitz portfolio using returns forecasted with time series and machine learning models
Ślusarczyk, Damian
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014446491
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3
Ensembling ARIMAX model in algorithmic investment strategies on commodities market
Jakubowski, Paweł
;
Ślepaczuk, Robert
;
Windorbski, …
-
2023
Persistent link: https://www.econbiz.de/10014448210
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4
Hedging properties of algorithmic investment strategies using long short-term memory and time series models for equity indices
Michańków, Jakub
;
Sakowsk, Paweł
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448237
Saved in:
5
Predicting DJIA, NASDAQ and NYSE index prices using ARIMA and VAR models
Teymurzade, Sahil
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448266
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6
Monitoring multicountry macroeconomic risk
Korobilis, Dimitris
;
Schröder, Maximilian
-
2023
Persistent link: https://www.econbiz.de/10014285859
Saved in:
7
The performance of time series forecasting based on classical and machine learning methods for S&P 500 index
Uzzal, Maudud Hassan
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014305886
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8
Interpolation and shock persistence of prewar U.S. macroeconomic time series : a reconsideration
Dezhbakhsh, Hashem
;
Levy, Daniel C.
-
2022
-
Last revision: February 9, 2022
Persistent link: https://www.econbiz.de/10013164224
Saved in:
9
Smooth and abrupt dynamics in financial volatility : the MS-MEM-MIDAS
Scaffidi Domianello, Luca
;
Gallo, Giampiero M.
; …
-
2022
-
Prima edizione
Persistent link: https://www.econbiz.de/10014261237
Saved in:
10
Comparison of the accuracy in VaR forecasting for commodities using different methods of combining forecasts
Lis, Szymon
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012795166
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