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source:"econis"
~isPartOf:"CAMA working paper series"
~isPartOf:"Computational economics"
~isPartOf:"Journal of financial econometrics"
~subject:"Forecasting model"
~subject:"Volatilität"
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Search: subject_exact:"Time series analysis"
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Forecasting model
Volatilität
Time series analysis
252
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87
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75
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CAMA working paper series
Computational economics
Journal of financial econometrics
International journal of forecasting
452
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228
Journal of econometrics
170
Discussion paper / Tinbergen Institute
124
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Working paper / Department of Econometrics and Business Statistics, Monash University
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1
Nonparametric test for volatility in clustered multiple time series
Barrios, Erniel B.
;
Redondo, Paolo Victor T.
- In:
Computational economics
63
(
2024
)
2
,
pp. 861-876
Persistent link: https://www.econbiz.de/10014475068
Saved in:
2
Post‑COVID recovery and long‑run forecasting of Indian GDP with Factor‑Augmented Error Correction Model (FECM)
Maiti, Dibyendu
;
Kumar, Naveen
;
Jha, Debajit
;
Sarkar, …
- In:
Computational economics
63
(
2024
)
3
,
pp. 1095-1120
Persistent link: https://www.econbiz.de/10014546333
Saved in:
3
Measuring the resilience to the Covid-19 pandemic of Eurozone economies with their 2050 forecasts
Rostan, Pierre
;
Rostan, Alexandra
;
Wall, John
- In:
Computational economics
63
(
2024
)
3
,
pp. 1137-1157
Persistent link: https://www.econbiz.de/10014546353
Saved in:
4
Hybridization of ARIMA with learning models for forecasting of stock market time series
Pokou, Frédy
;
Kamdem, Jules Sadefo
;
Benhmad, François
- In:
Computational economics
63
(
2024
)
4
,
pp. 1349-1399
Persistent link: https://www.econbiz.de/10014549025
Saved in:
5
New unit root tests in the nonlinear ESTAR framework : the movement and volatility characteristics of crude oil and copper prices
Li, Yanglin
- In:
Computational economics
63
(
2024
)
5
,
pp. 1757-1776
Persistent link: https://www.econbiz.de/10014549246
Saved in:
6
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:
7
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:
8
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
9
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
10
Two-stage hybrid feature selection approach using Levy's flight based chicken swarm optimization for stock market forecasting
Verma, Satya
;
Sahu, Satya Prakash
;
Sahu, Tirath Prasad
- In:
Computational economics
63
(
2024
)
6
,
pp. 2193-2224
Persistent link: https://www.econbiz.de/10014636728
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