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subject:"Forecasting model"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Working papers"
~subject:"VAR model"
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Forecasting model
VAR model
Time series analysis
290
Zeitreihenanalyse
290
Theorie
127
Theory
127
Estimation
85
Schätzung
85
Prognoseverfahren
63
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Ślepaczuk, Robert
8
Casarin, Roberto
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Chlebus, Marcin
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Fukuda, Kosei
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Herwartz, Helmut
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Jönsson, Kristian
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Mjelde, James W.
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Naser, Hanan
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Ravazzolo, Francesco
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1
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1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Working papers
International journal of forecasting
429
Journal of forecasting
228
Journal of econometrics
125
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
91
Working paper / Department of Econometrics and Business Statistics, Monash University
80
Energy economics
74
Economic modelling
73
Discussion paper / Tinbergen Institute
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Economics letters
63
Applied economics
60
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Computational economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Applied economics letters
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The North American journal of economics and finance : a journal of financial economics studies
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Econometrics : open access journal
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Journal of economic dynamics & control
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International journal of production economics
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NBER working paper series
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Econometric Institute research papers
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
24
Finance research letters
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Journal of risk and financial management : JRFM
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Working paper series
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
22
International review of financial analysis
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ECONIS (ZBW)
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1
Supervised autoencoder MLP for financial time series forecasting
Bieganowski, Bartosz
;
Ślepaczuk, Robert
-
2024
Persistent link: https://www.econbiz.de/10014507808
Saved in:
2
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:
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
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:
6
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:
7
Monitoring multicountry macroeconomic risk
Korobilis, Dimitris
;
Schröder, Maximilian
-
2023
Persistent link: https://www.econbiz.de/10014285859
Saved in:
8
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:
9
Smooth and abrupt dynamics in financial volatility : the MS-MEM-MIDAS
Scaffidi Domianello, Luca
;
Gallo, Giampiero M.
; …
-
2022
-
Prima edizione
Persistent link: https://www.econbiz.de/10014261237
Saved in:
10
Comparison of the accuracy in VaR forecasting for commodities using different methods of combining forecasts
Lis, Szymon
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012795166
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