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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Application of operations research to financial markets"
~subject:"Prognoseverfahren"
~subject:"USA"
~type_genre:"Book section"
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Deutschland
Forecasting model
Prognoseverfahren
USA
Estimation theory
2
Schätztheorie
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
Affine GARCH models
1
Analysis of variance
1
Diffusion limits
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Functional linear regression
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Functional principal component regression
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High-frequency financial data
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Kleinste-Quadrate-Methode
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Least squares method
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Option pricing theory
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Optionspreistheorie
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Ordinary least squares
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Penalised least squares
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Realized variance
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Regression analysis
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Regressionsanalyse
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Swap
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Variance dependent pricing kernels
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Kearney, Fearghal
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Shang, Han Lin
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Yang, Yang
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Application of operations research to financial markets
Finanzmarktanwendungen neuronaler Netze und ökonometrischer Verfahren : Ergebnisse des 4. Karlsruher Ökonometrie-Workshops
5
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
4
Advances in economics and econometrics: theory and applications ; Vol. 3
3
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
3
Microeconomics
3
Neuere Entwicklungen in der angewandten Ökonometrie : Beiträge zum 1. Karlsruher Ökonometrie-Workshop
3
Quantitative Verfahren im Finanzmarktbereich
3
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
3
Econometric analysis of financial and economic time series ; part a
2
Economic forecasting
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Encyclopedia of economics research ; Vol. 1
2
Essays in honor of Joon Y. Park : econometric theory
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Essays in honor of M. Hashem Pesaran : prediction and macro modeling
2
Essays in nonlinear time series econometrics
2
Handbook of financial time series
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Robustness in econometrics
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The Oxford handbook of economic forecasting
2
Theoretische und angewandte Wirtschaftsforschung : Heinz König zum 60. Geburtstag ; mit 35 Tabellen
2
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
2
1992 proceedings of the eighty-fifth Annual Conference on Taxation : held under the auspices of the National Tax Association - Tax Institute of America at Salt Lake City, Utah, October 11 - 14, 1992
1
30th anniversary edition
1
A modern guide to sports economics
1
Advances in analytics and applications
1
Advances in econometrics
1
Advances in risk management
1
Advances in spatial econometrics : methodology, tools and applications
1
Advances in tourism economics : new developments
1
Agrarstrukturentwicklungen und Agrarpolitik : vom 4. bis 7. Oktober 1995 in Berlin
1
Amtliche Mikrodaten für die Sozial- und Wirtschaftswissenschaften : Beiträge zu den Nutzerkonferenzen des FDZ der Statistischen Landesämter 2005
1
Analyse saisonaler Zeitreihen
1
Application of operations research (OR) in disaster relief operations (DRO), part I and part II
1
Applications of differential geometry to econometrics
1
Applied quantitative finance
1
Arbeitsmarktstatistik zwischen Realität und Fiktion
1
Bank performance, risk and securitisation
1
Beiträge zur angewandten Wirtschaftsforschung : Festschrift für Karl Heinrich Oppenländer
1
Beschäftigungsanalysen mit den Daten des IAB-Betriebspanels : Tagungsband ; Beiträge zum Workshop des IAB und IWH 2005
1
Business cycles, indicators, and forecasting
1
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
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Intraday forecasts of a volatility index : functional time series methods with dynamic updating
Shang, Han Lin
;
Yang, Yang
;
Kearney, Fearghal
- In:
Application of operations research to financial markets
,
(pp. 331-354)
.
2019
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