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~subject:"Forecasting model"
~subject:"Statistical distribution"
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Forecasting model
Statistical distribution
Theorie
297
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297
Portfolio selection
123
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123
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54
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Forecasting Financial Markets Conference <23.>
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Quantitative finance
International journal of forecasting
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442
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Technological forecasting & social change : an international journal
78
Working paper / Department of Econometrics and Business Statistics, Monash University
78
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75
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69
SFB 649 discussion paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International review of financial analysis
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62
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60
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
57
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ECONIS (ZBW)
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1
Forecasting and trading high frequency volatility on large indices
Liu, Fei
;
Pantelous, Athanasios A.
;
Mettenheim, …
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 737-748
Persistent link: https://www.econbiz.de/10011907914
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2
Point and density prediction of intra-day volume using Bayesian linear ACV models : evidence from the Polish stock market
Huptas, Roman
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 749-760
Persistent link: https://www.econbiz.de/10011907915
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3
Special issue on the 23rd Forecasting Financial Markets Conference
Forecasting Financial Markets Conference <23.>
-
2018
Persistent link: https://www.econbiz.de/10011910900
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4
Linear models for the impact of order flow on prices, II.: The Mixture Transition Distribution model
Taranto, Damian Eduardo
;
Bormetti, Giacomo
;
Bouchaud, …
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 917-931
Persistent link: https://www.econbiz.de/10011910934
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5
Statistical tests of distributional scaling properties for financial return series
Hallam, Mark
;
Olmo, Jose
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1211-1232
Persistent link: https://www.econbiz.de/10011911533
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6
Instantaneous portfolio theory
Madan, Dilip B.
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1345-1364
Persistent link: https://www.econbiz.de/10011911544
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7
Portfolio performance of linear SDF models : an out-of-sample assessment
Guidolin, Massimo
;
Hansen, Erwin
;
Lozano-Banda, Martín
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1425-1436
Persistent link: https://www.econbiz.de/10011911550
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8
Election predictions as martingales : an arbitrage approach
Taleb, Nassim Nicholas
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10011905812
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9
Dynamic portfolio optimization across hidden market regimes
Nystrup, Peter
;
Madsen, Henrik
;
Lindström, Erik
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 83-95
Persistent link: https://www.econbiz.de/10011905831
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10
Combining long memory and level shifts in modelling and forecasting the volatility of asset returns
Varneskov, Rasmus Tangsgaard
;
Perron, Pierre
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 371-393
Persistent link: https://www.econbiz.de/10011906384
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