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source:"edz"
~isPartOf:"International journal of financial engineering"
~source:"econis"
~subject:"Forecasting model"
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Forecasting model
State space model
9
Zustandsraummodell
9
Time series analysis
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Prognoseverfahren
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forecast
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multiple wavelet coherence
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wavelet coherence
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International journal of financial engineering
International journal of forecasting
46
Journal of forecasting
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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A state space modeling for proactive management in equity investment
Takahashi, Akihiko
;
Takahashi, Soichiro
- In:
International journal of financial engineering
9
(
2022
)
4
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014234372
Saved in:
2
Electricity price forecasting using multiple wavelet coherence method : comparison of ARMA versus VARMA
Gülerce, Mustafa
;
Ünal, Gazanfer
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011922952
Saved in:
3
Dynamic correlation of Eastern and Western markets and forecasting : scale-by-scale wavelet-based approach
Oral, Emrah
;
Unal, Gazanfer
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011807094
Saved in:
4
Co-movement of precious metals and forecasting using scale by scale wavelet transform
Oral, Emrah
;
Unal, Gazanfer
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011673112
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