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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~isPartOf:"International finance discussion papers"
~isPartOf:"Working papers / Federal Reserve Bank of Philadelphia, Research Department"
~isPartOf:"Working papers"
~subject:"Portfolio-Management"
~subject:"USA"
~type_genre:"Arbeitspapier"
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Time series analysis
Portfolio-Management
USA
Theorie
1,197
Theory
1,197
Geldpolitik
143
Monetary policy
143
Estimation
129
Schätzung
128
United States
127
Forecasting model
70
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70
Volatility
59
Volatilität
59
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57
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57
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53
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46
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44
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43
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42
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38
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164
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Ślepaczuk, Robert
14
Billio, Monica
10
Aruoba, S. Borağan
7
Chatterjee, Satyajit
7
Nakajima, Makoto
7
Schorfheide, Frank
7
Canals-Cerdá, José J.
5
Casarin, Roberto
5
Pelizzon, Loriana
5
Chlebus, Marcin
4
Faust, Jon
4
Fernald, John G.
4
Ríos-Rull, José-Víctor
4
Swanson, Norman R.
4
Alessandria, George
3
Barro, Diana
3
Basu, Susanto
3
Canestrelli, Elio
3
Choi, Horag
3
Corbae, Dean
3
Diebold, Francis X.
3
Eyigungor, Burcu
3
Guerrón-Quintana, Pablo A.
3
Huang, Rocco
3
Küster, Keith
3
Li, Wenli
3
Marquez, Jaime R.
3
Sakowski, Paweł
3
Sartore, Domenico
3
Wright, Jonathan H.
3
Ahmed, Shaghil
2
Bocola, Luigi
2
Calem, Paul Seth
2
Capistrán Carmona, Carlos
2
Caporin, Massimiliano
2
Christiano, Lawrence J.
2
Corradi, Valentina
2
Corradin, Fausto
2
Croushore, Dean Darrell
2
Cuba-Borda, Pablo
2
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Federal Reserve System / Board of Governors
12
Universidad Carlos III de Madrid / Departamento de Estadística y Econometría
2
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International finance discussion papers
Working papers / Federal Reserve Bank of Philadelphia, Research Department
Working papers
Working paper / National Bureau of Economic Research, Inc.
1,570
Discussion paper / Centre for Economic Policy Research
466
Working paper
298
Discussion paper / Tinbergen Institute
284
CESifo working papers
233
Discussion paper series / IZA
190
Finance and economics discussion series
187
Research paper series / Swiss Finance Institute
139
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
118
Discussion paper
117
Discussion paper / Center for Economic Research, Tilburg University
102
SFB 649 discussion paper
93
Working paper series / European Central Bank
90
Swiss Finance Institute Research Paper
89
CREATES research paper
85
Cowles Foundation discussion paper
85
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
84
Discussion papers / CEPR
81
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81
Working paper / Department of Econometrics and Business Statistics, Monash University
81
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79
Staff reports / Federal Reserve Bank of New York
70
CORE discussion paper : DP
66
IMF working paper
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Discussion papers of interdisciplinary research project 373
60
Report / Econometric Institute, Erasmus University Rotterdam
59
Discussion papers in economics
52
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
51
CFS working paper series
50
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
48
Technical working paper / National Bureau of Economic Research
48
Staff report / Research Department, Federal Reserve Bank of Minneapolis
47
Working papers series / Federal Reserve Bank of San Francisco
45
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
44
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
43
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ECONIS (ZBW)
213
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1
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:
2
Modeling and evaluating conditional quantile dynamics in VaR forecasts
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
-
2023
-
Prima edizione
Persistent link: https://www.econbiz.de/10014321854
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
Mean absolute directional loss as a new loss function for machine learning problems in algorithmic investment strategies
Michańków, Jakub
;
Sakowski, Paweł
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448222
Saved in:
6
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:
7
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:
8
Monitoring multicountry macroeconomic risk
Korobilis, Dimitris
;
Schröder, Maximilian
-
2023
Persistent link: https://www.econbiz.de/10014285859
Saved in:
9
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:
10
Ensembled LSTM with walk forward optimization in algorithmic trading
Chojnacki, Karol
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014308890
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