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isPartOf:"SFB 649 discussion paper"
type_genre:"Working Paper"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Working papers"
~subject:"Optionspreistheorie"
~subject:"Portfolio-Management"
~subject:"Time series analysis"
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Optionspreistheorie
Portfolio-Management
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Theorie
5,406
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474
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474
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419
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417
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399
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389
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261
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206
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Härdle, Wolfgang
34
Ślepaczuk, Robert
14
Uppal, Raman
10
Billio, Monica
9
Okhrin, Ostap
9
Timmermann, Allan
8
Hautsch, Nikolaus
7
Forni, Mario
6
Başak, Suleyman
5
Belomestny, Denis
5
Casarin, Roberto
5
Chen, Ying
5
Pelizzon, Loriana
5
Spokojnyj, Vladimir G.
5
Chlebus, Marcin
4
Horst, Ulrich
4
Lippi, Marco
4
Palomino, Frédéric
4
Pavlova, Anna
4
Reichlin, Lucrezia
4
Schoenmakers, John
4
Sentana, Enrique
4
Vassalou, Maria
4
Wang, Tan
4
Barro, Diana
3
Canestrelli, Elio
3
Garlappi, Lorenzo
3
Ghysels, Eric
3
Giannone, Domenico
3
Gomes, Francisco J.
3
López Cabrera, Brenda
3
Lütkepohl, Helmut
3
Marcellino, Massimiliano
3
Michaelides, Alex
3
Odening, Martin
3
Okhrin, Yarema
3
Reiß, Markus
3
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3
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3
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SFB 649 discussion paper
Discussion paper / Centre for Economic Policy Research
Working papers
Working paper / National Bureau of Economic Research, Inc.
267
Discussion paper / Tinbergen Institute
231
Research paper series / Swiss Finance Institute
139
Working paper
112
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
108
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99
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92
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86
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
Série des documents de travail / Centre de Recherche en Économie et Statistique
83
Working paper / Department of Econometrics and Business Statistics, Monash University
80
CREATES research paper
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Discussion paper
71
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59
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40
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35
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34
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33
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30
Discussion papers in economics
30
SSE EFI working paper series in economics and finance
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28
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
28
Technical working paper / National Bureau of Economic Research
28
Discussion paper / B
27
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
26
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26
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ECONIS (ZBW)
285
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1
A vector multiplicative error model with spillover effects and co-movements
Otranto, Edoardo
-
2024
-
Prima edizione
Persistent link: https://www.econbiz.de/10014519167
Saved in:
2
Modeling and evaluating conditional quantile dynamics in VaR forecasts
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
-
2023
-
Prima edizione
Persistent link: https://www.econbiz.de/10014321854
Saved in:
3
Optimal markowitz portfolio using returns forecasted with time series and machine learning models
Ślusarczyk, Damian
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014446491
Saved in:
4
Ensembling ARIMAX model in algorithmic investment strategies on commodities market
Jakubowski, Paweł
;
Ślepaczuk, Robert
;
Windorbski, …
-
2023
Persistent link: https://www.econbiz.de/10014448210
Saved in:
5
Mean absolute directional loss as a new loss function for machine learning problems in algorithmic investment strategies
Michańków, Jakub
;
Sakowski, Paweł
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448222
Saved in:
6
Hedging properties of algorithmic investment strategies using long short-term memory and time series models for equity indices
Michańków, Jakub
;
Sakowsk, Paweł
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448237
Saved in:
7
Predicting DJIA, NASDAQ and NYSE index prices using ARIMA and VAR models
Teymurzade, Sahil
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448266
Saved in:
8
Monitoring multicountry macroeconomic risk
Korobilis, Dimitris
;
Schröder, Maximilian
-
2023
Persistent link: https://www.econbiz.de/10014285859
Saved in:
9
The performance of time series forecasting based on classical and machine learning methods for S&P 500 index
Uzzal, Maudud Hassan
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014305886
Saved in:
10
Ensembled LSTM with walk forward optimization in algorithmic trading
Chojnacki, Karol
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014308890
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