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~source:"econis"
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Neuronale Netze"
~subject:"Theory"
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ARCH model
Börsenkurs
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Diebold, Francis X.
131
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131
Timmermann, Allan
105
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93
Clark, Todd E.
85
Ma, Feng
79
Marcellino, Massimiliano
79
Clements, Michael P.
78
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66
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65
Swanson, Norman R.
63
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59
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58
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58
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55
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54
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53
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49
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Wang, Yudong
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Zhang, Yaojie
43
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37
Härdle, Wolfgang
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Lux, Thomas
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33
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Christian-Albrechts-Universität zu Kiel
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IGI Global
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Federal Reserve System / Board of Governors
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Foerder Institute for Economic Research <Tēl-Āvîv>
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2
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International journal of forecasting
765
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517
Finance research letters
157
Energy economics
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Journal of econometrics
148
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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European journal of operational research : EJOR
125
Applied economics
123
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119
International review of financial analysis
118
Journal of empirical finance
117
Journal of banking & finance
115
Computational economics
109
Discussion paper / Tinbergen Institute
108
NBER working paper series
105
NBER Working Paper
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Economics letters
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Working paper / National Bureau of Economic Research, Inc.
95
Discussion paper / Centre for Economic Policy Research
93
International review of economics & finance : IREF
91
The North American journal of economics and finance : a journal of financial economics studies
90
Applied economics letters
89
Technological forecasting & social change : an international journal
85
Working paper
85
Management science : journal of the Institute for Operations Research and the Management Sciences
83
Working paper / Department of Econometrics and Business Statistics, Monash University
81
Risks : open access journal
79
The European journal of finance
72
Journal of applied econometrics
71
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
69
Journal of financial economics
65
Journal of risk and financial management : JRFM
65
Quantitative finance
62
Journal of economic dynamics & control
58
CESifo working papers
57
International journal of production economics
57
International journal of production research
54
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
54
CREATES research paper
53
Applied financial economics
51
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ECONIS (ZBW)
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
3
Local prediction pools
Oelrich, Oscar
;
Villani, Mattias
;
Ankargren, Sebastian
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 103-117
Persistent link: https://www.econbiz.de/10014443187
Saved in:
4
Forecast combination puzzle in the HAR model
Clements, Adam
;
Vasnev, Andrey L
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10014443188
Saved in:
5
Improving volatility forecasts : evidence from range-based models
Fałdziński, Marcin
;
Fiszeder, Piotr
;
Molnár, Peter
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014445632
Saved in:
6
Learning from the past : the role of personal experiences in artificial stock markets
Lenhard, Gregor
-
2024
Recent survey evidence suggests that investors form beliefs about future stock returns by predominantly extrapolating their own experience: They overweight returns they have personally experienced while underweighting returns from earlier years and consequently expect high (low) stock market...
Persistent link: https://www.econbiz.de/10014490050
Saved in:
7
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
8
VaR and ES forecasting via recurrent neural network-based stateful models
Qiu, Zhiguo
;
Lazar, Emese
;
Nakata, Keiichi
- In:
International review of financial analysis
92
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492387
Saved in:
9
Cryptocurrency price forecasting : a comparative analysis of ensemble learning and deep learning methods
Bouteska, Ahmed
;
Abedin, Mohammad Zoynul
;
Hájek, Petr
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014492430
Saved in:
10
Does IFRS information on tax loss carryforwards and negative performance improve predictions of earnings and cash flows?
Dreher, Sandra
;
Eichfelder, Sebastian
;
Noth, Felix
- In:
Journal of business economics : JBE
94
(
2024
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10014494375
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