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~isPartOf:"Computational economics"
~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"ARCH-Modell"
~subject:"Prognoseverfahren"
~subject:"Statistische Verteilung"
~type_genre:"Article in journal"
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ARCH-Modell
Prognoseverfahren
Statistische Verteilung
Theorie
2,120
Theory
2,120
Estimation theory
1,708
Schätztheorie
1,708
Time series analysis
791
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791
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565
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565
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540
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492
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427
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15
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11
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9
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8
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8
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8
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8
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7
Dijk, Herman K. van
7
Hong, Yongmiao
7
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6
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6
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6
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6
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6
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6
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5
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Ng, Serena
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5
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5
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5
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4
Asai, Manabu
4
Bauwens, Luc
4
Bekiros, Stelios
4
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4
Demetrescu, Matei
4
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Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
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Computational economics
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1,564
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888
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479
Applied economics
446
Finance research letters
427
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390
Economics letters
384
Technological forecasting & social change : an international journal
337
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International review of financial analysis
329
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329
European journal of operational research : EJOR
321
Applied economics letters
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296
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286
The North American journal of economics and finance : a journal of financial economics studies
248
International review of economics & finance : IREF
235
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
226
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Journal of risk and financial management : JRFM
206
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176
The journal of futures markets
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
155
Econometric reviews
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Journal of international money and finance
148
Econometric theory
146
International Journal of Energy Economics and Policy : IJEEP
144
International journal of production research
138
International journal of production economics
137
Quantitative finance
135
Journal of financial economics
131
Review of quantitative finance and accounting
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ECONIS (ZBW)
742
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1
An application of machine learning to logistics performance prediction : an economics attribute-based of collective instance
Suriyan Jomthanachai
;
Wong, Wai Peng
;
Khai Wah Khaw
- In:
Computational economics
63
(
2024
)
2
,
pp. 741-792
Persistent link: https://www.econbiz.de/10014472556
Saved in:
2
Bayesian inference for mixed Gaussian GARCH-type model by Hamiltonian Monte Carlo algorithm
Liang, Rubing
;
Qin, Binbin
;
Xia, Qiang
- In:
Computational economics
63
(
2024
)
1
,
pp. 193-220
Persistent link: https://www.econbiz.de/10014472071
Saved in:
3
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
4
Enhancement of neural networks model's predictions of currencies exchange rates by phase space reconstruction and harris hawks’ optimization
Khan, Haider Ali
;
Ghorbani, Shahryar
;
Shabani, Elham
; …
- In:
Computational economics
63
(
2024
)
2
,
pp. 835-860
Persistent link: https://www.econbiz.de/10014475063
Saved in:
5
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
6
Intelligent prediction of annual CO2 emissions under data decomposition mode
Wang, Yelin
;
Yang, Ping
;
Song, Zan
;
Chevallier, Julien
; …
- In:
Computational economics
63
(
2024
)
2
,
pp. 711-740
Persistent link: https://www.econbiz.de/10014472551
Saved in:
7
Predicting natural gas prices based on a novel hybrid model with variational mode decomposition
Lu, Qin
;
Liao, Jingwen
;
Chen, Kechi
;
Liang, Yanhui
;
Lin, Yu
- In:
Computational economics
63
(
2024
)
2
,
pp. 639-678
Persistent link: https://www.econbiz.de/10014472537
Saved in:
8
Statistical evaluation of deep learning models for stock return forecasting
Yilmaz, Firat Melih
;
Yildiztepe, Engin
- In:
Computational economics
63
(
2024
)
1
,
pp. 221-244
Persistent link: https://www.econbiz.de/10014472083
Saved in:
9
Stock price ranking by learning pairwise preferences
Tas, Engin
;
Atli, Ayca Hatice
- In:
Computational economics
63
(
2024
)
2
,
pp. 513-528
Persistent link: https://www.econbiz.de/10014472383
Saved in:
10
An application of the IFM method for the risk assessment of financial instruments
Pons, Adrià
;
Cristobal-Fransi, Eduard
;
Vintrò, Carla
; …
- In:
Computational economics
61
(
2023
)
1
,
pp. 295-315
Persistent link: https://www.econbiz.de/10014228427
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