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source:"edz"
~accessRights:"restricted"
~source:"econis"
~subject:"Forecasting model"
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Search: subject_exact:"Zustandsraummodell"
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Forecasting model
State space model
963
Zustandsraummodell
963
Time series analysis
431
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431
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361
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361
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309
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Gupta, Rangan
5
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International journal of forecasting
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9
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2
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2
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Acta oeconomica Pragensia : vědecký časopis Vysoke Školy Ekonomické v Praze
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Fuzzy economic review : the review of the International Association for Fuzzy-Set Management and Economy
1
Handbook of Economic Forecasting : volume 2, part A
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1
Multivariate models for the prediction of stock returns in an emerging market economy : comparison of parametric and non-parametric models
Bonga-Bonga, Lumengo
;
Mwamba, Muteba John
- In:
Macroeconomics and finance in emerging market economies
17
(
2024
)
1
,
pp. 25-41
Persistent link: https://www.econbiz.de/10014511846
Saved in:
2
COVID-19 and risk spillovers of China's major financial markets : evidence from time-varying variance decomposition and wavelet coherence analysis
Xie, Qiwei
;
Cheng, Lu
;
Liu, Ranran
;
Zheng, Xiaolong
; …
- In:
Finance research letters
52
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472112
Saved in:
3
A granular machine learning framework for forecasting high-frequency financial market variables during the recent black swan event
Ghosh, Indranil
;
Jana, Rabin K.
- In:
Technological forecasting & social change : an …
194
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014475527
Saved in:
4
Forecasting realized volatility with wavelet decomposition
Souropanis, Ioannis
;
Vivian, Andrew
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477112
Saved in:
5
Forecasting in the presence of in-sample and out-of-sample breaks
Xu, Jiawen
;
Perron, Pierre
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 3001-3035
Persistent link: https://www.econbiz.de/10014329022
Saved in:
6
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
7
An open-source framework to implement Kalman Filter bus arrival predictions
Crudden, Sean Óg
;
Berrebi, Simon
- In:
Networks and spatial economics : a journal of …
23
(
2023
)
2
,
pp. 429-443
Persistent link: https://www.econbiz.de/10014335054
Saved in:
8
A hybrid ARFIMA wavelet artificial neural network model for DJIA index forecasting
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
- In:
Computational economics
62
(
2023
)
4
,
pp. 1801-1843
Persistent link: https://www.econbiz.de/10014437593
Saved in:
9
iETS : state space model for intermittent demand forecasting
Svetunkov, Ivan
;
Boylan, John E.
- In:
International journal of production economics
265
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014437626
Saved in:
10
Do commodity markets catch a cold from stock markets? : Modelling uncertainty spillovers using Google search trends and wavelet coherence
Szczygielski, Jan Jakub
;
Charteris, Ailie
;
Obojska, Lidia
- In:
International review of financial analysis
87
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014457702
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