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source:"econis"
~isPartOf:"Computational economics"
~isPartOf:"Journal of financial econometrics"
~subject:"Forecasting model"
~subject:"Volatilität"
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Forecasting model
Volatilität
Time series analysis
167
Zeitreihenanalyse
167
Theorie
93
Theory
93
Prognoseverfahren
57
Estimation
47
Schätzung
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Volatility
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Gupta, Rangan
3
Asai, Manabu
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Boubaker, Heni
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Ceffer, Attila
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2
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1
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Computational economics
Journal of financial econometrics
International journal of forecasting
432
Journal of forecasting
228
Journal of econometrics
170
Discussion paper / Tinbergen Institute
124
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
113
Energy economics
104
Economic modelling
95
Working paper / Department of Econometrics and Business Statistics, Monash University
80
Applied economics
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Economics letters
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Journal of empirical finance
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Econometric reviews
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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CREATES research paper
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Finance research letters
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The North American journal of economics and finance : a journal of financial economics studies
43
CESifo working papers
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International Journal of Energy Economics and Policy : IJEEP
40
International review of financial analysis
38
Journal of risk and financial management : JRFM
38
European journal of operational research : EJOR
37
International review of economics & finance : IREF
37
Journal of applied econometrics
34
Journal of banking & finance
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Econometric Institute research papers
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Applied economics letters
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Quantitative finance
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CAMA working paper series
30
Research in international business and finance
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Working paper series / European Central Bank
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
28
Working papers
27
International journal of production economics
26
NBER Working Paper
26
NBER working paper series
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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
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:
3
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:
4
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:
5
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
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:
6
A novel prediction model : ELM-ABC for annual GDP in the case of SCO countries
Xu, Xiaohan
;
Rogers, Roy Anthony
;
Estrada, Mario Arturo Ruiz
- In:
Computational economics
62
(
2023
)
4
,
pp. 1545-1566
Persistent link: https://www.econbiz.de/10014437500
Saved in:
7
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:
8
Modeling Bitcoin prices using signal processing methods, Bayesian optimization, and deep neural networks
Tripathi, Bhaskar
;
Sharma, Rakesh Kumar
- In:
Computational economics
62
(
2023
)
4
,
pp. 1919-1945
Persistent link: https://www.econbiz.de/10014442577
Saved in:
9
News arrival, time-varying jump intensity, and realized volatility : conditional testing approach
Erdemlioglu, Deniz
;
Yang, Xiye
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1519-1556
Persistent link: https://www.econbiz.de/10014444697
Saved in:
10
Time variation in cash flows and discount rates
Cenesizoglu, Tolga
;
Ibrushi, Denada
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1557-1589
Persistent link: https://www.econbiz.de/10014444702
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