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subject:"Welt"
~isPartOf:"Energy economics"
~isPartOf:"International review of financial analysis"
~subject:"Theorie"
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Search: subject_exact:"Prognosetechnik"
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Welt
Theorie
Forecasting model
518
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518
Volatility
184
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159
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153
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Ma, Feng
12
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Energy economics
International review of financial analysis
International journal of forecasting
771
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467
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
134
Journal of econometrics
132
European journal of operational research : EJOR
114
Finance research letters
106
NBER working paper series
102
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100
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99
Technological forecasting & social change : an international journal
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98
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95
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92
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Economics letters
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68
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60
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58
International review of economics & finance : IREF
56
The North American journal of economics and finance : a journal of financial economics studies
55
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
54
International journal of production economics
53
Journal of economic dynamics & control
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CREATES research paper
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ECONIS (ZBW)
204
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204
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1
VaR and ES forecasting via recurrent neural network-based stateful models
Qiu, Zhiguo
;
Lazar, Emese
;
Nakata, Keiichi
- In:
International review of financial analysis
92
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492387
Saved in:
2
Can inflation predict energy price volatility?
Batten, Jonathan A.
;
Mo, Di
;
Pourkhanali, Armin
- In:
Energy economics
129
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014558888
Saved in:
3
Does systemic risk in the fund markets predict future economic downturns?
Zhou, Dong-hai
;
Liu, Xiao-xing
- In:
International review of financial analysis
92
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014492409
Saved in:
4
Efficient predictability of oil price : the role of VIX-based panic index shadow line difference
Dai, Zhifeng
;
Zhang, Xiaotong
;
Liang, Chao
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014558919
Saved in:
5
The role of green energy stock market in forecasting China's crude oil market : an application of IIS approach and sparse regression models
Khan, Faridoon
;
Muhammadullah, Sara
;
Arshian Sharif
; …
- In:
Energy economics
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014559200
Saved in:
6
A novel interval-based hybrid framework for crude oil price forecasting and trading
Zheng, Li
;
Sun, Yuying
;
Wang, Shouyang
- In:
Energy economics
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014559223
Saved in:
7
Cryptocurrency anomalies and economic constraints
Fieberg, Christian
;
Liedtke, Gerrit
;
Zaremba, Adam
- In:
International review of financial analysis
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014543917
Saved in:
8
Temporal-spatial dependencies enhanced deep learning model for time series forecast
Yang, Hu
;
Chen, Yu
;
Chen, Kedong
;
Wang, Haijun
- In:
International review of financial analysis
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014543936
Saved in:
9
Machine-learning stock market volatility : predictability, drivers, and economic value
Díaz, Juan
;
Hansen, Erwin
;
Cabrera, Gabriel
- In:
International review of financial analysis
94
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014544073
Saved in:
10
Time-varying jump intensity and volatility forecasting of crude oil returns
Chen, Yan
;
Bouri, Elie
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014559002
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