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subject:"Zeitreihenanalyse"
~isPartOf:"Computational economics"
~isPartOf:"Journal of forecasting"
~person:"Chen, Yi-Ting"
~person:"Taylor, James W."
~subject:"Consumer goods"
~subject:"Neuronale Netze"
~subject:"Statistische Verteilung"
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Zeitreihenanalyse
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Statistische Verteilung
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3
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Chen, Yi-Ting
Taylor, James W.
Franses, Philip Hans
6
Brooks, Chris
5
García-Ferrer, Antonio
5
Chen, Cathy W. S.
4
Gupta, Rangan
4
Kunst, Robert M.
3
Peña, Daniel
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Pollock, David Stephen G.
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Jun, Duk Bin
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Computational economics
Journal of forecasting
International journal of forecasting
4
Economic modelling
1
International journal of production economics
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of the Operational Research Society : OR
1
Management science : journal of the Institute for Operations Research and the Management Sciences
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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A comparison of methods for forecasting value at risk and expected shortfall of cryptocurrencies
Trucíos, Carlos
;
Taylor, James W.
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 989-1007
Persistent link: https://www.econbiz.de/10014292894
Saved in:
2
Jump detection and noise separation by a singular wavelet method for predictive analytics of high-frequency data
Chen, Yi-Ting
;
Lai, Wan-Ni
;
Sun, Edward W.
- In:
Computational economics
54
(
2019
)
2
,
pp. 809-844
Persistent link: https://www.econbiz.de/10012134380
Saved in:
3
Risk assessment with wavelet feature engineering for high-frequency portfolio trading
Chen, Yi-Ting
;
Sun, Edward W.
;
Yu, Min-Teh
- In:
Computational economics
52
(
2018
)
2
,
pp. 653-684
Persistent link: https://www.econbiz.de/10012053020
Saved in:
4
Smooth transition exponential smoothing
Taylor, James W.
- In:
Journal of forecasting
23
(
2004
)
6
,
pp. 385-404
Persistent link: https://www.econbiz.de/10002233157
Saved in:
5
A quantile regression neural network approach to estimating the conditional density of multiperiod returns
Taylor, James W.
- In:
Journal of forecasting
19
(
2000
)
4
,
pp. 299-311
Persistent link: https://www.econbiz.de/10001504631
Saved in:
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