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~isPartOf:"Discussion paper / Statistics Netherlands"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of forecasting"
~subject:"Prognoseverfahren"
~subject:"Zustandsraummodell"
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Search: subject_exact:"State space model"
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Prognoseverfahren
Zustandsraummodell
State space model
114
Theorie
46
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46
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45
Time series analysis
40
Zeitreihenanalyse
40
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Koopman, Siem Jan
6
Brakel, Jan A. van den
4
Goodell, John W.
4
Tiwari, Aviral Kumar
4
Bouri, Elie
3
Choi, Sun-Yong
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Harvey, Andrew C.
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Das, Debojyoti
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Jun, Duk Bin
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Discussion paper / Statistics Netherlands
Finance research letters
Journal of applied econometrics
Journal of forecasting
Discussion paper / Tinbergen Institute
94
Economic modelling
80
Economics letters
55
International journal of forecasting
55
Computational economics
54
Journal of econometrics
54
Energy economics
50
Journal of economic dynamics & control
40
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37
CAMA working paper series
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
36
Working paper / Department of Econometrics and Business Statistics, Monash University
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The North American journal of economics and finance : a journal of financial economics studies
33
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International review of financial analysis
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Econometric reviews
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CREATES research paper
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Journal of empirical finance
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International journal of finance & economics : IJFE
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
116
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1
NNPF : Neural Network Particle Filter for time series data
Peerlings, Dewi
;
Brakel, Jan A. van den
;
Baştürk, Nalan
-
2024
Persistent link: https://www.econbiz.de/10014524761
Saved in:
2
On the efficient synthesis of short financial time series : a Dynamic Factor Model approach
Bitetto, Alessandro
;
Cerchiello, Paola
;
Mertzanis, Charilaos
- In:
Finance research letters
53
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472517
Saved in:
3
On Kalman filtering, parameter uncertainty and variances after single and multiple imputation
Knotterus, Paul
-
2022
Persistent link: https://www.econbiz.de/10012820006
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4
Distributional modeling and forecasting of natural gas prices
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of forecasting
41
(
2022
)
6
,
pp. 1065-1086
Persistent link: https://www.econbiz.de/10013465681
Saved in:
5
Correlation structure between fiat currencies and blockchain assets
Abakah, Emmanuel Joel Aikins
;
Ullah, G. M. Wali
; …
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014530800
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6
Dynamic graph reinforcement learning algorithm for portfolio management : a novel time-frequency correlated model
Ma, Cong
;
Nan, Shijing
- In:
Finance research letters
63
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014531565
Saved in:
7
Time-varying state correlations in state space models and their estimation via indirect inference
Schiavoni, Caterina
;
Koopman, Siem Jan
;
Palm, Franz C.
; …
-
2021
Persistent link: https://www.econbiz.de/10012436055
Saved in:
8
Volatility contagion and connectedness between WTI and commodity markets
Boroumand, Raphaël Homayoun
;
Porcher, Thomas
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014582223
Saved in:
9
Investigating herding severity in different NFT categories
Mamidala, Vasanthi
;
Kumari, Pooja
- In:
Finance research letters
58
(
2023
)
2
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014583768
Saved in:
10
Assessing connectedness of transportation cryptocurrencies and transportation stocks : evidence from wavelet quantile correlation
Patel, Ritesh
;
Goodell, John W.
;
Chishti, Muhammad Zubair
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014631411
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