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subject:"Wechselkurs"
~isPartOf:"Journal of banking & finance"
~subject:"Forecasting and prediction methods"
~subject:"Insiderhandel"
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Wechselkurs
Forecasting and prediction methods
Insiderhandel
ARMA model
8
ARMA-Modell
8
Theorie
4
Theory
4
Forecasting model
2
Oil price
2
Prognoseverfahren
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Volatility
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Volatilität
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Ölpreis
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ARCH model
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ARCH-Modell
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ARFIMA
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Commodity derivative
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Commodity price
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Correlation
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Currency derivative
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Exchange rate
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Forecast
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Handelsvolumen der Börse
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Insider trading
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Korrelation
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Long memory
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Markov Regime-Switching ARFIMA
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Markov chain
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Markov-Kette
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Neural networks
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Neuronale Netze
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Oil price forecast
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Option pricing theory
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Optionspreistheorie
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Prognose
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Random Walk
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Random walk
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Regime switching
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Risikomaß
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Ellwanger, Reinhard
1
Lee, Jaehyun
1
Park, Young S.
1
Pong, Shiuyan
1
Shackleton, Mark B.
1
Snudden, Stephen
1
Taylor, Stephen
1
Xu, Xinzhong
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Journal of banking & finance
CoFE discussion papers
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
2
Journal of econometrics
2
Journal of international financial markets, institutions & money
2
Acta Universitatis Danubius / Oeconomica
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Acta oeconomica Pragensia : vědecký časopis Vysoke Školy Ekonomické v Praze
1
Annales d'économie et de statistique
1
Asia-Pacific financial markets
1
Asian Journal of Empirical Research
1
BSP working paper series
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Brazilian review of econometrics : the review of the Brazilian Econometric Society
1
CBN journal of applied statistics
1
CORE discussion paper : DP
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Computational economics
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Discussion paper / Tinbergen Institute
1
Econometric Institute research papers
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Economic issues in SAARC context
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
1
International Journal of Energy Economics and Policy : IJEEP
1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
International journal of economics and finance
1
International review of economics & finance : IREF
1
Inventi impact: international trade
1
Journal of Asian economics
1
Journal of applied econometrics
1
Journal of economic research
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of foreign exchange and international finance : JFEIF
1
Journal of multinational financial management
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Journal of risk and financial management : JRFM
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MNB occasional papers
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Macroeconomics and finance in emerging market economies
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Münchener Wirtschaftswissenschaftliche Beiträge : VWL ; discussion papers
1
Münchener Wirtschaftswissenschaftliche Beiträge : discussion papers
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Open economies review
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Portuguese economic journal
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Proceedings of the 5th International Conference on Economic Management and Green Development
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ECONIS (ZBW)
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Forecasts of the real price of oil revisited : do they beat the random walk?
Ellwanger, Reinhard
;
Snudden, Stephen
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014491682
Saved in:
2
Detecting insider trading : the theory and validation in Korea Exchange
Park, Young S.
;
Lee, Jaehyun
- In:
Journal of banking & finance
34
(
2010
)
9
,
pp. 2110-2120
Persistent link: https://www.econbiz.de/10008732107
Saved in:
3
Forecasting currency volatility : a comparison of implied volatilities and AR(FI)MA models
Pong, Shiuyan
;
Shackleton, Mark B.
;
Taylor, Stephen
; …
- In:
Journal of banking & finance
28
(
2004
)
10
,
pp. 2541-2563
Persistent link: https://www.econbiz.de/10002233147
Saved in:
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