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~isPartOf:"Journal of forecasting"
~source:"econis"
~subject:"Börsenkurs"
~subject:"Neural networks"
~subject:"Theory"
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Börsenkurs
Neural networks
Theory
Forecasting model
882
Prognoseverfahren
882
Theorie
436
Time series analysis
224
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224
Volatility
114
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Franses, Philip Hans
7
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Gupta, Rangan
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Wang, Yudong
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Chan, Ngai Hang
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Jiang, He
3
Kim, Jae H.
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Lee, Jack C.
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Marcellino, Massimiliano
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Peña, Daniel
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Song, Yuping
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Cepni, Oguzhan
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Dijk, Dick van
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Doko Tchatoka, Firmin
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Journal of forecasting
International journal of forecasting
765
Finance research letters
152
Journal of econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
142
European journal of operational research : EJOR
126
Applied economics
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Risks : open access journal
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International review of economics & finance : IREF
75
Journal of applied econometrics
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of financial economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of risk and financial management : JRFM
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International journal of production economics
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International journal of production research
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Journal of economic dynamics & control
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CESifo working papers
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
54
CREATES research paper
53
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ECONIS (ZBW)
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31
Liquidity premiums, interest rate differentials, and nominal exchange rate prediction
Wang, Yi-Chiuan
;
Wu, Jyh-lin
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 138-158
Persistent link: https://www.econbiz.de/10014443191
Saved in:
32
A comparison of Range Value at Risk (RVaR) forecasting models
Müller, Fernanda Maria
;
Gössling, Thalles Weber
; …
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 509-543
Persistent link: https://www.econbiz.de/10014532345
Saved in:
33
Volatility forecasting for stock market index based on complex network and hybrid deep learning model
Song, Yuping
;
Lei, Bolin
;
Tang, Xiaolong
;
Li, Chen
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 544-566
Persistent link: https://www.econbiz.de/10014532346
Saved in:
34
Forecasts with Bayesian vector autoregressions under real time conditions
Pfarrhofer, Michael
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 771-801
Persistent link: https://www.econbiz.de/10014532388
Saved in:
35
Forecasting in turbulent times
Giannellis, Nikolaos
;
Hall, Stephen G.
;
Kouretas, …
- In:
Journal of forecasting
43
(
2024
)
4
,
pp. 819-826
Persistent link: https://www.econbiz.de/10014554031
Saved in:
36
Inflation forecasting with rolling windows : an appraisal
Hall, Stephen G.
;
Tavlas, George S.
;
Wang, Yongli
; …
- In:
Journal of forecasting
43
(
2024
)
4
,
pp. 827-851
Persistent link: https://www.econbiz.de/10014554042
Saved in:
37
Forecasting CPI with multisource data : the value of media and internet information
Zheng, Tingguo
;
Fan, Xinyue
;
Jin, Wei
;
Fang, Kuangnan
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 702-753
Persistent link: https://www.econbiz.de/10014532380
Saved in:
38
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
39
Interpreting the prediction results of the tree-based gradient boosting models for financial distress prediction with an explainable machine learning approach
Liu, Jiaming
;
Li, Chengzhang
;
Ouyang, Peng
;
Liu, Jiajia
; …
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1112-1137
Persistent link: https://www.econbiz.de/10014338816
Saved in:
40
A hybrid prediction model with time-varying gain tracking differentiator in Taylor expansion : evidence from precious metals
Luo, Zhidan
;
Guo, Wei
;
Liu, Qingfu
;
Tse, Yiuman
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1138-1149
Persistent link: https://www.econbiz.de/10014338826
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