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  • Search: subject:"Financial Time Series"
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Year of publication
Subject
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financial time series 33 Zeitreihenanalyse 32 Time series analysis 31 Theorie 22 Theory 21 Financial time series 20 Prognoseverfahren 19 Forecasting model 18 Finanzmarkt 14 Financial market 13 Börsenkurs 12 Share price 12 Volatility 11 Volatilität 11 ARCH model 9 ARCH-Modell 9 Financial Time Series 9 Financial time series forecasting 9 Aktienindex 8 Artificial intelligence 8 Künstliche Intelligenz 8 Neural networks 8 Neuronale Netze 8 Aktienmarkt 7 Stock index 7 Stock market 7 Bayesian inference 6 Estimation theory 6 Forecast 6 Prognose 6 Schätztheorie 6 Capital income 5 Kapitaleinkommen 5 Portfolio selection 5 Portfolio-Management 5 Schätzung 5 Artificial neural network 4 Bayes-Statistik 4 Estimation 4 Foreign exchange rates 4
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Online availability
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Free 90 CC license 12
Type of publication
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Article 46 Book / Working Paper 43 Other 1
Type of publication (narrower categories)
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Article in journal 22 Aufsatz in Zeitschrift 22 Article 14 Working Paper 12 Graue Literatur 10 Non-commercial literature 10 Arbeitspapier 8 Thesis 5 Hochschulschrift 3 Aufsatzsammlung 2
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Language
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English 66 Undetermined 21 Czech 2 German 1 Italian 1
Author
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Mishra, Bijan Bihari 4 Cheong, Siew Ann 3 Fornia, Robert Paulo 3 Härdle, Wolfgang Karl 3 Kok, Jun Liang 3 Lee, Gladys Hui Ting 3 Lessmann, Stefan 3 Nayak, Sarat 3 Seow, Hsin-Vonn 3 Teräsvirta, Timo 3 Trešl, Jiří 3 Xu, Danny Yuan 3 Yim, Woei Shyr 3 Zhang, Yiting 3 Ślepaczuk, Robert 3 Abadleh, Ahmad 2 Alghamdi, Mansoor 2 Alrashidi, Malek 2 Altarawneh, Ghada A. 2 Amado, Cristina 2 Athanasopoulos, George 2 Caporale, Guglielmo Maria 2 Caporin, Massimiliano 2 Cunado, Juncal 2 Dautel, Alexander Jakob 2 Ekpenyong, Emmanuel J. 2 Galeano, Pedro 2 Gil-Alana, Luis A. 2 Habibi, Reza 2 Hajirahimi, Zahra 2 Hassanat, Ahmad B. 2 Hyndman, Rob J. 2 John, Chisimkwuo 2 Khashei, Mehdi 2 Khraibani, Hussein 2 Lundbergh, Stefan 2 Mattera, Raffaele 2 Nakakita, Makoto 2 Nakatsuma, Teruo 2 Nawaz, Faisal 2
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 8 Departamento de Estadistica, Universidad Carlos III de Madrid 2 Society for Computational Economics - SCE 2 CESifo 1 Centre Emile Bernheim, Solvay Brussels School of Economics and Management 1 Department of Economics, University of Peloponnese 1 Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze 1 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 1 HAL 1 Institut für Weltwirtschaft (IfW) 1 Institute of Economic Research, Kyoto University 1 Núcleo de Investigação em Políticas Económicas (NIPE), Universidade do Minho 1 School of Economics and Management, University of Aarhus 1 University of Stellenbosch. Faculty of Economic and Management Sciences. Dept. of Business Management. 1
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Published in...
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MPRA Paper 8 Financial innovation : FIN 4 Working papers 4 Financial Innovation 3 Quantitative finance 3 Discussion paper / Tinbergen Institute 2 Econometrics 2 Econometrics : open access journal 2 IRTG 1792 Discussion Paper 2 Journal of Risk and Financial Management 2 Journal of risk and financial management : JRFM 2 Statistics and Econometrics Working Papers 2 Acta Oeconomica Pragensia 1 Applied Econometrics 1 Borsa Istanbul Review 1 Business and Economics Research Journal 1 CBN Journal of Applied Statistics 1 CBN journal of applied statistics 1 CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series 1 CESifo Working Paper 1 CESifo Working Paper Series 1 CREATES Research Papers 1 Computational management science 1 Computing in Economics and Finance 2002 1 Computing in Economics and Finance 2005 1 Digital Finance 1 E-Finanse : finansowy kwartalnik internetowy 1 Econometrics Working Papers Archive 1 Economics Bulletin 1 Economics Discussion Papers 1 Economics Discussion Papers / Institut für Weltwirtschaft (IfW) 1 Economics: The Open-Access, Open-Assessment E-Journal 1 Economies 1 Economies : open access journal 1 Financial Internet Quarterly 1 Financial internet quarterly 1 International Journal of Academic Research in Accounting, Finance and Management Sciences 1 International Journal of Financial Studies : open access journal 1 Iranian economic review : journal of University of Tehran 1 Journal of Forecasting 1
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Source
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ECONIS (ZBW) 33 RePEc 33 EconStor 19 BASE 5
Showing 1 - 10 of 90
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Characterization and prediction of the Ghana stock exchange composite index utilizing Bayesian stochastic volatility models
Tweneboah, Osei Kofi; Ohene-Obeng, Kwesi A.; Mariani, … - 2025
This study delves into the dynamics of the Ghana Stock Exchange Composite Index (GSE-CI) over the period from 2011 to 2022, a symbolic emerging market index that presents unique challenges and opportunities for financial analysis. We characterize the GSE-CI using advanced analytical tools such...
Persistent link: https://www.econbiz.de/10015331109
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Multifractal analysis of Bitcoin price dynamics
Bucur, Cristian; Tudorică, Bogdan-George; Bâra, Adela; … - In: Journal of business economics and management 26 (2025) 1, pp. 21-48
This research employs Multifractal Detrended Fluctuation Analysis (MFDFA) to investigate multifractal properties in financial variables, including Bitcoin prices and economic indicators. Spanning 2019-2022, the analysis reveals multifractal scaling not only in Bitcoin prices, but also in...
Persistent link: https://www.econbiz.de/10015413228
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Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering
Mattera, Raffaele; Athanasopoulos, George; Hyndman, Rob J. - In: Quantitative finance 24 (2024) 11, pp. 1641-1667
Persistent link: https://www.econbiz.de/10015196952
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Feature selection with annealing for forecasting financial time series
Pabuccu, Hakan; Barbu, Adrian G. - In: Financial innovation : FIN 10 (2024), pp. 1-26
predictions is challenging, noting that accuracy does not equate to reliability, especially when financial time-series forecasting … method for forecasting financial time series based on tactical input-output feature mapping techniques using machine learning …
Persistent link: https://www.econbiz.de/10015361544
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Recent Trends and Developments in Econophysics
Argyrakis, Panos (contributor) - 2024
The current Special Issue brought out the newest trends in Econophysics that have made use of the most recent available tools, such as Big Data. The emphasis of the reprint is on deciphering the effects of current world events, such as the repercussions of the recent war conflicts, the oil and...
Persistent link: https://www.econbiz.de/10015324883
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A novel distance-based moving average model for improvement in the predictive accuracy of financial time series
Ejder, Uğur; Özel, Selma Ayşe - In: Borsa Istanbul Review 24 (2024) 2, pp. 376-397
stock-oriented solutions and disregarded general approaches on financial time series or skipped the dynamics of the system … to overcome the changing conditions of financial time series. A novel distance-based moving-average feature model can … produce an adaptive prediction approach for financial time series. To evaluate the impact of the novel proposed DBEMA features …
Persistent link: https://www.econbiz.de/10014495227
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Ups and (draw)downs
Proietti, Tommaso - 2024
Persistent link: https://www.econbiz.de/10014549053
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Supervised autoencoder MLP for financial time series forecasting
Bieganowski, Bartosz; Ślepaczuk, Robert - 2024
Persistent link: https://www.econbiz.de/10014507808
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The hybrid forecast of S&P 500 volatility ensembled from VIX, GARCH and LSTM models
Roszyk, Natalia; Ślepaczuk, Robert - 2024
Persistent link: https://www.econbiz.de/10014634883
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Forecasting selected commodities' prices with the Bayesian symbolic regression
Drachal, Krzysztof; Pawłowski, Michał - In: International Journal of Financial Studies : open … 12 (2024) 2, pp. 1-56
This study firstly applied a Bayesian symbolic regression (BSR) to the forecasting of numerous commodities' prices (spot-based ones). Moreover, some features and an initial specification of the parameters of the BSR were analysed. The conventional approach to symbolic regression, based on...
Persistent link: https://www.econbiz.de/10014636322
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