Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Time series analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Prediction of Financial System...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
Aktienmarkt
6
Börsenkurs
6
Share price
6
Stock market
6
China
5
Risikomaß
5
Risk measure
5
Theorie
5
Theory
5
Volatility
5
Volatilität
5
Capital income
4
Kapitaleinkommen
4
Zeitreihenanalyse
4
Electronic trading
3
Elektronisches Handelssystem
3
Forecasting model
3
Prognoseverfahren
3
Statistical distribution
3
Statistische Verteilung
3
VaR
3
ARCH model
2
ARCH-Modell
2
ARMA model
2
ARMA-Modell
2
Agent-based modeling
2
Agentenbasierte Modellierung
2
Algorithmic trading
2
Artificial stock market
2
DCS
2
Estimation theory
2
Handelsvolumen der Börse
2
Multi-agent model
2
Multivariate Verteilung
2
Multivariate distribution
2
Schätztheorie
2
Securities trading
2
Simulation
2
Systemic risk
2
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Li, Handong
4
Song, Shijia
2
Ye, Xunyu
2
Gao, Ping
1
Yan, Rui
1
Published in...
All
Economic modelling
1
International review of financial analysis
1
Journal of forecasting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A new model for forecasting VaR and ES using intraday returns aggregation
Song, Shijia
;
Li, Handong
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1039-1054
Persistent link: https://www.econbiz.de/10014338800
Saved in:
2
Predicting VaR for China's stock market : a score-driven model based on normal inverse Gaussian distribution
Song, Shijia
;
Li, Handong
- In:
International review of financial analysis
82
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013426497
Saved in:
3
Forecasting trading volume in the Chinese stock market based on the dynamic VWAP
Ye, Xunyu
;
Yan, Rui
;
Li, Handong
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
2
,
pp. 125-144
Persistent link: https://www.econbiz.de/10010347331
Saved in:
4
Improving estimation of the fractionally differencing parameter in the SARFIMA model using tapered periodogram
Ye, Xunyu
;
Gao, Ping
;
Li, Handong
- In:
Economic modelling
46
(
2015
),
pp. 167-179
Persistent link: https://www.econbiz.de/10011436579
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
