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isPartOf:"Working papers"
subject:"USA"
~subject:"Börsenkurs"
~subject:"Time series analysis"
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Börsenkurs
Time series analysis
Theorie
577
Theory
577
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56
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56
Portfolio selection
37
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37
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36
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Ślepaczuk, Robert
7
Billio, Monica
6
Casarin, Roberto
4
Levy, Daniel C.
4
Otranto, Edoardo
4
Gallo, Giampiero M.
3
Snir, Avichai
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Capistrán Carmona, Carlos
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Di Sanzo, Silvestro
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Iacopini, Matteo
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Kawakami, Kei
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Ray, Sourav
2
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1
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1
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1
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1
Batuo, Michael Enowbi
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Bertoluzzo, Francesco
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1
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1,567
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459
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431
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388
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382
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1
Rational bubbles on assets with a fundamental value
Clain-Chamosset-Yvrard, Lise
;
Raurich-Puigdevall, Xavier
; …
-
2024
Persistent link: https://www.econbiz.de/10014485758
Saved in:
2
A vector multiplicative error model with spillover effects and co-movements
Otranto, Edoardo
-
2024
-
Prima edizione
Persistent link: https://www.econbiz.de/10014519167
Saved in:
3
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
Saved in:
4
Ensembling ARIMAX model in algorithmic investment strategies on commodities market
Jakubowski, Paweł
;
Ślepaczuk, Robert
;
Windorbski, …
-
2023
Persistent link: https://www.econbiz.de/10014448210
Saved in:
5
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:
6
Predicting DJIA, NASDAQ and NYSE index prices using ARIMA and VAR models
Teymurzade, Sahil
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448266
Saved in:
7
Monitoring multicountry macroeconomic risk
Korobilis, Dimitris
;
Schröder, Maximilian
-
2023
Persistent link: https://www.econbiz.de/10014285859
Saved in:
8
Retail pricing format and rigidity of regular prices
Ray, Sourav
;
Snir, Avichai
;
Levy, Daniel C.
-
2023
-
Revised: April 29, 2023
Persistent link: https://www.econbiz.de/10014305841
Saved in:
9
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
Saved in:
10
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
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