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isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"ARMA-Modell"
~subject:"Börsenkurs"
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Search: subject_exact:"Forecasting model"
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ARMA-Modell
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Forecasting model
136
Prognoseverfahren
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Time series analysis
75
Zeitreihenanalyse
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Theorie
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Hyndman, Rob J.
5
Gao, Jiti
3
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2
Cheng, Tingting
2
Linton, Oliver
2
Vahid, Farshid
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Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of forecasting
82
Finance research letters
78
International review of financial analysis
64
Journal of banking & finance
56
International journal of forecasting
54
Journal of empirical finance
52
International review of economics & finance : IREF
46
Journal of financial economics
41
Applied economics
40
The North American journal of economics and finance : a journal of financial economics studies
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Pacific-Basin finance journal
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Economic modelling
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Journal of econometrics
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Energy economics
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Journal of international financial markets, institutions & money
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Computational economics
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Department of Economics working paper series
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NBER working paper series
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Research in international business and finance
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The European journal of finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Applied economics letters
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Financial innovation : FIN
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Economics letters
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Review of quantitative finance and accounting
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Journal of financial markets
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NBER Working Paper
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Working paper / National Bureau of Economic Research, Inc.
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International journal of finance & economics : IJFE
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Discussion paper / Tinbergen Institute
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International journal of economics and financial issues : IJEFI
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Journal of risk and financial management : JRFM
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Applied financial economics
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International Journal of Energy Economics and Policy : IJEEP
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The journal of futures markets
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering
Mattera, Raffaele
;
Athanasopoulos, George
;
Hyndman, Rob J.
-
2023
Persistent link: https://www.econbiz.de/10014452575
Saved in:
2
Distributed ARIMA models for ultra-long time series
Wang, Xiaoqian
;
Kang, Yanfei
;
Hyndman, Rob J.
;
Li, Feng
-
2020
Persistent link: https://www.econbiz.de/10012610507
Saved in:
3
Nonlinear mixed effects models for time series forecasting of smart meter demand
Roach, Cameron
;
Hyndman, Rob J.
;
Ben Taieb, Souhaib
-
2020
Persistent link: https://www.econbiz.de/10012610883
Saved in:
4
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
Saved in:
5
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2017
Persistent link: https://www.econbiz.de/10011782226
Saved in:
6
A simple nonlinear predictive model for stock returns
Cai, Biqing
;
Gao, Jiti
-
2017
Persistent link: https://www.econbiz.de/10011782256
Saved in:
7
Common non-linearities in multiple series of stock market volatility
Anderson, Heather M.
;
Vahid, Farshid
-
2013
Persistent link: https://www.econbiz.de/10009701603
Saved in:
8
Point and interval forecasts of age-specific fertility rates : a comparison of functional principal component methods
Shang, Han Lin
-
2012
Persistent link: https://www.econbiz.de/10009565409
Saved in:
9
Automatic time series forecasting : the forecast package for R
Hyndman, Rob J.
;
Khandakar, Yeasmin
-
2007
Persistent link: https://www.econbiz.de/10003486446
Saved in:
10
Does the option market produce superior forecasts of noise-corrected volatility measures?
Martin, Gael M.
;
Reidy, Andrew
;
Wright, Jill
-
2007
Persistent link: https://www.econbiz.de/10003486448
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