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subject:"Zeitreihenanalyse"
~isPartOf:"Computational economics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Stochastic process"
~subject:"Wechselkurs"
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Zeitreihenanalyse
Stochastic process
Wechselkurs
Theory
7,026
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7,025
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1,411
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1,392
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591
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Flood, Robert P.
9
Svensson, Lars E. O.
9
Engel, Charles
8
Froot, Kenneth
7
Obstfeld, Maurice
7
Aizenman, Joshua
6
Engle, Robert F.
6
Frankel, Jeffrey A.
6
Rose, Andrew
6
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5
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5
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4
Bacchetta, Philippe
4
Cheung, Yin-Wong
4
Clarida, Richard H.
4
Corsetti, Giancarlo
4
Devereux, Michael B.
4
Edwards, Sebastian
4
Hodrick, Robert J.
4
Pesenti, Paolo A.
4
Stock, James H.
4
Stockman, Alan C.
4
Van Wincoop, Eric
4
Watson, Mark W.
4
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3
Bekaert, Geert
3
Benigno, Pierpaolo
3
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3
Brandt, Michael W.
3
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3
Chen, Cathy W. S.
3
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3
Feenstra, Robert C.
3
Frenkel, Jacob A.
3
Garber, Peter M.
3
Giovannini, Alberto
3
Knetter, Michael Mark
3
Li, Yong
3
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3
Taylor, Alan M.
3
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
108
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95
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94
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93
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89
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88
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ECONIS (ZBW)
377
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1
Nonparametric test for volatility in clustered multiple time series
Barrios, Erniel B.
;
Redondo, Paolo Victor T.
- In:
Computational economics
63
(
2024
)
2
,
pp. 861-876
Persistent link: https://www.econbiz.de/10014475068
Saved in:
2
Optimal limit order book trading strategies with stochastic volatility in the underlying asset
Aydoğan, Burcu
;
Uğur, Ömür
;
Aksoy, Ümit
- In:
Computational economics
62
(
2023
)
1
,
pp. 289-324
Persistent link: https://www.econbiz.de/10014327497
Saved in:
3
A method to pre-compile numerical integrals when solving stochastic dynamic problems
Arapakis, Karolos
- In:
Computational economics
61
(
2023
)
2
,
pp. 593-610
Persistent link: https://www.econbiz.de/10014228454
Saved in:
4
A bootstrap method to test Granger-causality in the frequency domain
Farnè, Matteo
;
Montanari, Angela
- In:
Computational economics
59
(
2022
)
3
,
pp. 935-966
Persistent link: https://www.econbiz.de/10013169203
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5
Bayesian inference for mixed Gaussian GARCH-type model by Hamiltonian Monte Carlo algorithm
Liang, Rubing
;
Qin, Binbin
;
Xia, Qiang
- In:
Computational economics
63
(
2024
)
1
,
pp. 193-220
Persistent link: https://www.econbiz.de/10014472071
Saved in:
6
Statistical evaluation of deep learning models for stock return forecasting
Yilmaz, Firat Melih
;
Yildiztepe, Engin
- In:
Computational economics
63
(
2024
)
1
,
pp. 221-244
Persistent link: https://www.econbiz.de/10014472083
Saved in:
7
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
8
Stock price ranking by learning pairwise preferences
Tas, Engin
;
Atli, Ayca Hatice
- In:
Computational economics
63
(
2024
)
2
,
pp. 513-528
Persistent link: https://www.econbiz.de/10014472383
Saved in:
9
A time-dependent Markovian model of a limit order book
Chávez Casillas, Jonathan A.
- In:
Computational economics
63
(
2024
)
2
,
pp. 679-709
Persistent link: https://www.econbiz.de/10014472546
Saved in:
10
Enhancement of neural networks model's predictions of currencies exchange rates by phase space reconstruction and harris hawks’ optimization
Khan, Haider Ali
;
Ghorbani, Shahryar
;
Shabani, Elham
; …
- In:
Computational economics
63
(
2024
)
2
,
pp. 835-860
Persistent link: https://www.econbiz.de/10014475063
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