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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Gabler Edition Wissenschaft"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Simulation"
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European journal of operational research : EJOR
Gabler Edition Wissenschaft
Journal of economic dynamics & control
Discussion paper / Tinbergen Institute
11
Journal of econometrics
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of forecasting
5
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
4
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Journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
11
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11
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date (oldest first)
1
A comparison of tail dependence estimators
Supper, Hendrik
;
Irresberger, Felix
;
Weiß, Gregor
- In:
European journal of operational research : EJOR
284
(
2020
)
2
,
pp. 728-742
Persistent link: https://www.econbiz.de/10012238789
Saved in:
2
Do "complex" financial models really lead to complex dynamics? : agent-based models and multifractality
Kukacka, Jiri
;
Krištoufek, Ladislav
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012502448
Saved in:
3
Improving forecasts with the co-range dynamic conditional correlation model
Fiszeder, Piotr
;
Fałdziński, Marcin
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012313608
Saved in:
4
"Horses for courses" in demand forecasting
Petropoulos, Fotios
;
Makridakis, Spyros G.
; …
- In:
European journal of operational research : EJOR
237
(
2014
)
1
,
pp. 152-163
Persistent link: https://www.econbiz.de/10010378637
Saved in:
5
A new wavelet-based denoising algorithm for high-frequency financial data mining
Sun, Edward W.
;
Meinl, Thomas
- In:
European journal of operational research : EJOR
217
(
2012
)
3
,
pp. 589-599
Persistent link: https://www.econbiz.de/10009419039
Saved in:
6
Analysis of event-based, single-server nonstationary simulation responses using classical time-series models
Brandão, Rita Marques
;
Nova, Acácio M. O. Porta
- In:
European journal of operational research : EJOR
218
(
2012
)
3
,
pp. 676-686
Persistent link: https://www.econbiz.de/10009506307
Saved in:
7
Are spectral estimators useful for long-run restrictions in SVARs?
Mertens, Elmar
- In:
Journal of economic dynamics & control
36
(
2012
)
12
,
pp. 1831-1844
Persistent link: https://www.econbiz.de/10009701923
Saved in:
8
Modelling long memory and structural breaks in conditional variances : an adaptive FIGARCH approach
Baillie, Richard
;
Morana, Claudio
- In:
Journal of economic dynamics & control
33
(
2009
)
8
,
pp. 1577-1592
Persistent link: https://www.econbiz.de/10003861075
Saved in:
9
Intermittierendes deterministisches Chaos als mögliche Erklärung für ein langes Gedächtnis in Finanzmarktdaten
Webel, Karsten
-
2009
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003806560
Saved in:
10
Time series properties of an artificial stock market
LeBaron, Blake Dean
;
Arthur, W. Brian
;
Palmer, Richard
- In:
Journal of economic dynamics & control
23
(
1999
)
9/10
,
pp. 1487-1516
Persistent link: https://www.econbiz.de/10001415378
Saved in:
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