//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Chen, Yi-Ting"
~person:"Gençay, Ramazan"
~person:"Lautier, Delphine"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Kalman filter"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Theory
State space model
12
Zustandsraummodell
12
Theorie
10
Time series analysis
7
Zeitreihenanalyse
7
Forecasting model
4
Prognoseverfahren
4
Wavelet
4
Big financial data
2
Correlation
2
DWT
2
Forecasting
2
High-frequency data
2
Korrelation
2
MODWT
2
Portfolio selection
2
Portfolio-Management
2
Saisonale Schwankungen
2
Seasonal variations
2
Volatility
2
Volatilität
2
Wavelet decomposition
2
Wavelets
2
Analysis of variance
1
Arbitrage
1
Arbitrage Pricing
1
Arbitrage pricing
1
Autocorrelation
1
Autokorrelation
1
Bid-ask spread
1
Börsenkurs
1
Capital income
1
Cointegration
1
Combining forecasts
1
Commodity derivative
1
Commodity price
1
Convex optimization
1
Crude oil
1
Decision analysis
1
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
10
Bibliografie enthalten
1
Bibliography included
1
Lehrbuch
1
Textbook
1
Language
All
English
10
Author
All
Chen, Yi-Ting
Gençay, Ramazan
Lautier, Delphine
Koopman, Siem Jan
14
Chan, Joshua
9
Harvey, Andrew C.
6
Creal, Drew
5
Koop, Gary
5
Perron, Pierre
5
Poncela, Pilar
5
Proietti, Tommaso
5
Sun, Edward W.
5
Tiwari, Aviral Kumar
5
Aguiar-Conraria, Luís
4
Caraiani, Petre
4
Koehler, Anne B.
4
Martin, Gael M.
4
Martins, Manuel Mota Freitas
4
Realdon, Marco
4
Ruiz, Esther
4
Snyder, Ralph D.
4
Soares, Maria Joana
4
Zadrozny, Peter A.
4
Abakah, Emmanuel Joel Aikins
3
Ahn, Hie Joo
3
Bašta, Milan
3
Berger, Theo
3
Bruzda, Joanna
3
Chen, Baoline
3
Corsi, Fulvio
3
Cross, Jamie
3
Eroğlu, Burak Alparslan
3
Forbes, Catherine Scipione
3
Giri, Federico
3
Gupta, Rangan
3
Gyamerah, Samuel Asante
3
Hindrayanto, Irma
3
Hyndman, Rob J.
3
Ikpe, Dennis
3
Kapetanios, George
3
Li, Yushu
3
more ...
less ...
Published in...
All
Computational economics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Applied financial economics
1
Econometric theory
1
Economic modelling
1
Economics letters
1
European journal of operational research : EJOR
1
International journal of production economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Recovering cointegration via wavelets in the presence of non-linear patterns
Martínez Compains, Jorge
;
Rodríguez Carreño, Ignacio
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 255-265
Persistent link: https://www.econbiz.de/10012806528
Saved in:
2
A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage
Gradojevic, Nikola
;
Erdemlioglu, Deniz
;
Gençay, Ramazan
- In:
Economic modelling
85
(
2020
),
pp. 57-73
Persistent link: https://www.econbiz.de/10012210603
Saved in:
3
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:
4
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:
5
Long-run wavelet-based correlation for financial time series
Conlon, Thomas
;
Cotter, John
;
Gençay, Ramazan
- In:
European journal of operational research : EJOR
271
(
2018
)
2
,
pp. 676-696
Persistent link: https://www.econbiz.de/10011890368
Saved in:
6
Application of wavelet decomposition in time-series forecasting
Zhang, Keyi
;
Gençay, Ramazan
;
Yazgan, Mustafa Ege
- In:
Economics letters
158
(
2017
),
pp. 41-46
Persistent link: https://www.econbiz.de/10011849785
Saved in:
7
Generalized optimal wavelet decomposing algorithm for big financial data
Sun, Edward W.
;
Chen, Yi-Ting
;
Yu, Min-Teh
- In:
International journal of production economics
165
(
2015
),
pp. 194-214
Persistent link: https://www.econbiz.de/10011309048
Saved in:
8
Improving model performance with the integrated wavelet denoising method
Chen, Yi-Ting
;
Sun, Edward W.
;
Yu, Min-Teh
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
4
,
pp. 445-467
Persistent link: https://www.econbiz.de/10011339420
Saved in:
9
Unit root tests with wavelets
Fan, Yanqin
;
Gençay, Ramazan
- In:
Econometric theory
26
(
2010
)
5
,
pp. 1305-1331
Persistent link: https://www.econbiz.de/10008662670
Saved in:
10
Simple and extended Kalman filters : an application to term structures of commodity prices
Lautier, Delphine
;
Galli, Alain
- In:
Applied financial economics
14
(
2004
)
13
,
pp. 963-973
Persistent link: https://www.econbiz.de/10002195491
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->