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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~isPartOf:"Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]"
~isPartOf:"Essays in honor of M. Hashem Pesaran : prediction and macro modeling"
~subject:"Estimation"
~subject:"Risk"
~type_genre:"Übersichtsarbeit"
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Time series analysis
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Theory
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Zeitreihenanalyse
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Forecasting model
5
Prognoseverfahren
5
Portfolio selection
4
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4
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Aristidou, Chrystalleni
1
Castle, Jennifer
1
Diebold, Francis X.
1
Forsberg, P.
1
Gastaldi, M.
1
Germani, A.
1
Hendry, David F.
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1
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Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
Applied quantitative finance
15
Journal of economic surveys
15
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
12
Long memory in economics : with 50 tables
10
Analyse saisonaler Zeitreihen
9
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
9
Handbook of financial time series
9
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
9
The Oxford handbook of the economics of peace and conflict
9
Bioenvironmental and public health statistics
8
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
8
Economic and environmental risk and uncertainty : new models and methods ; [a selection of papers presented at the FUR VII conference held in Oslo from June 30 to July 3, 1994]
7
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
7
The theory of monetary aggregation
7
Umweltrisikopolitik
7
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
6
Empirische Wirtschaftsforschung : Methoden und Anwendungen ; Wirtschaftswissenschaftliches Seminar Ottobeuren
6
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
6
Handbook of risk theory ; Vol. 1
6
Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
6
Quantitative Verfahren im Finanzmarktbereich
6
Risk management decisions and value under uncertainty
6
Sustainability : dynamics and uncertainty
6
Technology and international trade : [Conference ... Oslo, in October 1995]
6
Theoretische Fundierung und praktische Relevanz der Handelsforschung
6
Valuation, financial modeling, and quantitative tools
6
Working paper / National Bureau of Economic Research, Inc.
6
Advances in economics and econometrics ; Vol. 2
5
Advances in non-linear economic modeling : theory and applications ; [this book is associated with the SEEK workshop "Non-linear economic modeling : theory and applications" held at ZEW in Mannheim in December 2012.]
5
Bootstrap inference in time series econometrics
5
Classification and clustering in business cycle analysis
5
Exchange rate policy in Europe
5
Handbook of econometrics ; Vol. 2
5
Handbook of the economics of risk and uncertainty ; Volume 1
5
Household behaviour, equivalence scales, welfare and poverty : with 70 tables
5
Journal of economic literature
5
Markets, information, and uncertainty : essays in economic theory in honor of Kenneth J. Arrow
5
Models and measurement of welfare and inequality
5
Modern perspectives on the gold standard
5
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ECONIS (ZBW)
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1
On the evolution of US temperature dynamics
Diebold, Francis X.
;
Rudebusch, Glenn D.
- In:
Essays in honor of M. Hashem Pesaran : prediction and …
,
(pp. 9-28)
.
2022
Persistent link: https://www.econbiz.de/10013201751
Saved in:
2
Measuring uncertainty of a combined forecast and some tests for forecaster heterogeneity
Lahiri, Kajal
;
Peng, Huaming
;
Sheng, Xuguang
- In:
Essays in honor of M. Hashem Pesaran : prediction and …
,
(pp. 29-50)
.
2022
Persistent link: https://www.econbiz.de/10013201758
Saved in:
3
Gains from switching between forecasts
Timmermann, Allan
;
Zhu, Yinchu
- In:
Essays in honor of M. Hashem Pesaran : prediction and …
,
(pp. 99-116)
.
2022
Persistent link: https://www.econbiz.de/10013201834
Saved in:
4
Smooth robust multi‐horizon forecasts
Martinez, Andrew B.
;
Castle, Jennifer
;
Hendry, David F.
- In:
Essays in honor of M. Hashem Pesaran : prediction and …
,
(pp. 143-165)
.
2022
Persistent link: https://www.econbiz.de/10013201849
Saved in:
5
A meta model analysis of exchange rate determination
Aristidou, Chrystalleni
;
Lee, Kevin
;
Shields, Kalvinder K.
- In:
Essays in honor of M. Hashem Pesaran : prediction and …
,
(pp. 199-215)
.
2022
Persistent link: https://www.econbiz.de/10013201858
Saved in:
6
Measuring productivity growth and technology spillovers through global value chains : analysis of a US-Sino decoupling
Liu, Weilin
;
Sickles, Robin C.
;
Zhao, Yao
- In:
Essays in honor of M. Hashem Pesaran : prediction and …
,
(pp. 243-267)
.
2022
Persistent link: https://www.econbiz.de/10013201874
Saved in:
7
The use of quadratic filter for the estimation of time-varying β
Gastaldi, M.
;
Germani, A.
;
Nardecchia, A.
- In:
Computational finance and its applications II : [Second …
,
(pp. 215-224)
.
2006
Persistent link: https://www.econbiz.de/10003410161
Saved in:
8
T-outlier and a novel dimensionality reduction framework for high dimensional financial time series
Wang, D.
(
contributor
)
- In:
Computational finance and its applications II : [Second …
,
(pp. 319-330)
.
2006
Persistent link: https://www.econbiz.de/10003410202
Saved in:
9
Macroeconomic time series prediction using prediction networks and evolutionary algorithms
Forsberg, P.
;
Wahde, M.
- In:
Computational finance and its applications II : [Second …
,
(pp. 403-411)
.
2006
Persistent link: https://www.econbiz.de/10003410233
Saved in:
10
Power Coefficient - a non-parametric indicator for measuring the time series dynamics
Pecar, B.
- In:
Computational finance and its applications II : [Second …
,
(pp. 413-421)
.
2006
Persistent link: https://www.econbiz.de/10003410236
Saved in:
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