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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~isPartOf:"Working papers"
~subject:"Portfolio-Management"
~type_genre:"Graue Literatur"
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Time series analysis
Portfolio-Management
Theorie
1,125
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Estimation theory
157
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157
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82
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Gouriéroux, Christian
16
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14
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11
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8
Comte, Fabienne
5
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4
Chlebus, Marcin
4
Francq, Christian
4
Jasiak, Joann
4
Pelizzon, Loriana
4
Zakoïan, Jean-Michel
4
Barro, Diana
3
Canestrelli, Elio
3
Fermanian, Jean-David
3
Florens, Jean-Pierre
3
Guerre, Emmanuel
3
Jouneau, Frédéric
3
Monfort, Alain
3
Renault, Eric
3
Sakowski, Paweł
3
Sartore, Domenico
3
Broze, Laurence
2
Caporin, Massimiliano
2
Corradin, Fausto
2
Darolles, Serge
2
Entorf, Horst
2
Ferrara, Laurent
2
Gallo, Giampiero M.
2
Ghysels, Eric
2
Hardouin, C.
2
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2
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2
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2
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2
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2
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2
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2
Touzi, Nizar
2
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1
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213
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190
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128
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118
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112
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101
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98
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84
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80
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73
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69
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64
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27
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26
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26
IHS economics series : working paper
25
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
23
SSE EFI working paper series in economics and finance
23
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ECONIS (ZBW)
121
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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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