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~isPartOf:"Computational economics"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
778
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778
Time series analysis
160
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154
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154
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141
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Grassi, Stefano
6
Podolskij, Mark
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Johansen, Søren
5
Kock, Anders Bredahl
5
Kruse, Robinson
5
Santucci de Magistris, Paolo
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Nonejad, Nima
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2
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2
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2
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2
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2
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Tsao, Chueh-Yung
2
Ventosa-Santaulària, Daniel
2
Voev, Valeri
2
Yang, Yukai
2
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1
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CREATES research paper
Computational economics
Journal of econometrics
344
International journal of forecasting
323
Economics letters
282
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
245
Journal of forecasting
226
Econometric theory
191
Discussion paper / Tinbergen Institute
178
Econometric reviews
133
Economic modelling
115
Applied economics
112
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
104
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
98
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
Journal of applied econometrics
90
Working paper / Department of Econometrics and Business Statistics, Monash University
80
Applied economics letters
77
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
77
Working paper
77
Journal of economic dynamics & control
68
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Journal of empirical finance
59
NBER Working Paper
59
Working paper / National Bureau of Economic Research, Inc.
58
Energy economics
57
NBER working paper series
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Cowles Foundation discussion paper
55
Oxford bulletin of economics and statistics
54
CESifo working papers
52
Tinbergen Institute Discussion Paper
51
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
The econometrics journal
49
European journal of operational research : EJOR
47
Finance research letters
47
Discussion papers of interdisciplinary research project 373
46
EUI working paper / ECO
46
SFB 649 discussion paper
46
Technical Report
46
Econometrics : open access journal
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ECONIS (ZBW)
160
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1
Affine bond pricing with a mixture distribution for interest rate time-series dynamics
Rasmussen, Torben B
-
2010
Persistent link: https://www.econbiz.de/10003939417
Saved in:
2
An asset pricing approach to testing general term structure models including Heath-Jarrow-Morton specifications and affine subclasses
Christensen, Bent Jesper
;
Wel, Michael van der
-
2010
Persistent link: https://www.econbiz.de/10003947812
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3
Nonlinear Kalman filtering in affine term structure models
Christoffersen, Peter F.
;
Dorion, Christian
;
Jacobs, Kris
; …
-
2012
Persistent link: https://www.econbiz.de/10009667381
Saved in:
4
Long and short memory in dynamic term structure models
Huseynov, Salman
-
2021
-
This version: 3 December 2021
Persistent link: https://www.econbiz.de/10012815974
Saved in:
5
How unemployment affects bond prices : a mixed frequency google nowcasting approach
Dimpfl, Thomas
;
Langen, Tobias
- In:
Computational economics
54
(
2019
)
2
,
pp. 551-573
Persistent link: https://www.econbiz.de/10012134322
Saved in:
6
Statistical validation of multi-agent financial models using the H-infinity Kalman Filter
Rigatos, Gerasimos G.
- In:
Computational economics
58
(
2021
)
3
,
pp. 777-798
Persistent link: https://www.econbiz.de/10012651029
Saved in:
7
Forecasting volatility for an optimal portfolio with stylized facts using copulas
Karmous, Aida
;
Boubaker, Heni
;
Belkacem, Lotfi
- In:
Computational economics
58
(
2021
)
2
,
pp. 461-482
Persistent link: https://www.econbiz.de/10012615046
Saved in:
8
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
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9
Applying independent component analysis and predictive systems for algorithmic trading
Ceffer, Attila
;
Levendovszky, Janos
;
Fogarasi, Norbert
- In:
Computational economics
54
(
2019
)
1
,
pp. 281-303
Persistent link: https://www.econbiz.de/10012134161
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10
Parallel optimization of sparse portfolios with AR-HMMs
Sipos, I. Róbert
;
Ceffer, Attila
;
Levendovszky, János
- In:
Computational economics
49
(
2017
)
4
,
pp. 563-578
Persistent link: https://www.econbiz.de/10011762135
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