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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Quantitative finance"
~person:"Kondor, Imre"
~person:"Vrontos, Spyridon D."
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Deutschland
Forecasting model
Estimation theory
2
Prognoseverfahren
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Artificial intelligence
1
Binary logit
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Estimation
1
Estimation error
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Expected shortfall
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Forecasting
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Implied volatility
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Investment strategies
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Künstliche Intelligenz
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Kondor, Imre
Vrontos, Spyridon D.
Baillie, Richard
3
Dacorogna, Michel M.
2
Ren, Yu
2
Tsiotas, Georgios
2
Amihud, Yakov
1
Bauwens, Luc
1
Bekaert, Geert
1
Berens, Tobias
1
Caccioli, Fabio
1
Canabarro, Askery
1
Chatterjee, Rupak
1
Chen, May-Ru
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Chi, Xie
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Dark, Jonathan
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1
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1
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1
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1
Jayetileke, Harshanie L.
1
Jiang, Zhi-Qiang
1
Kapetanios, George
1
Liao, Yin
1
Nolte, Ingmar
1
Papailias, Fotis
1
Papp, Gábor
1
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1
Podobnik, Boris
1
Sizova, Natalia
1
Stanley, H. Eugene
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Tu, Yundong
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Tudor, Sebastian F.
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Journal of empirical finance
Quantitative finance
International journal of forecasting
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ECONIS (ZBW)
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Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
Saved in:
2
Portfolio optimization under Expected Shortfall : contour maps of estimation error
Caccioli, Fabio
;
Kondor, Imre
;
Papp, Gábor
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1295-1313
Persistent link: https://www.econbiz.de/10011911538
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