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person:"Kapetanios, George"
~isPartOf:"Computational economics"
~person:"Boubaker, Heni"
~person:"Franses, Philip Hans"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Time series analysis"
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Time series analysis
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Kapetanios, George
Boubaker, Heni
Franses, Philip Hans
Gupta, Rangan
3
Jawadi, Fredj
3
Omay, Tolga
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Asai, Manabu
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Boutahar, Mohamed
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Computational economics
International journal of forecasting
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Economics letters
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Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
A hybrid ARFIMA wavelet artificial neural network model for DJIA index forecasting
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
- In:
Computational economics
62
(
2023
)
4
,
pp. 1801-1843
Persistent link: https://www.econbiz.de/10014437593
Saved in:
2
Forecasting volatility for an optimal portfolio with stylized facts using copulas
Karmous, Aida
;
Boubaker, Heni
;
Belkacem, Lotfi
- In:
Computational economics
58
(
2021
)
2
,
pp. 461-482
Persistent link: https://www.econbiz.de/10012615046
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3
Wavelet estimation performance of fractional integrated processes with heavy-tails
Boubaker, Heni
- In:
Computational economics
55
(
2020
)
2
,
pp. 473-498
Persistent link: https://www.econbiz.de/10012223642
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4
Intertemporal similarity of economic time series : an application of dynamic time warping
Franses, Philip Hans
;
Wiemann, Thomas
- In:
Computational economics
56
(
2020
)
1
,
pp. 59-75
Persistent link: https://www.econbiz.de/10012272016
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5
Wavelet estimation of Gegenbauer processes : simulation and empirical application
Boubaker, Heni
- In:
Computational economics
46
(
2015
)
4
,
pp. 551-574
Persistent link: https://www.econbiz.de/10011478889
Saved in:
6
Estimating the long-memory parameter in nonstationary processes using wavelets
Boubaker, Heni
;
Péguin-Feissolle, Anne
- In:
Computational economics
42
(
2013
)
3
,
pp. 291-306
Persistent link: https://www.econbiz.de/10010189026
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