Narrow search
Showing 1 - 10 of 5,752
Cover Image
Higher moment constraints for predictive density combination
Pauwels, Laurent; Radchenko, Peter; Vasnev, Andrey L. - 2020
Persistent link: https://www.econbiz.de/10012225206
Cover Image
Introduction to topics in modelling financial and macroeconomic time series
Jawadi, Fredj - In: Computational economics 56 (2020) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10012272013
Cover Image
Modelling and forecasting financial and economic time series using different semiparametric ACD models
Forstinger, Sarah - 2018
Diese Arbeit stellt eine semiparametrische Erweiterung des ACD-Modells von Engle und Russell (1998) vor. Der Vorschlag des Semi-ACD-Modells basiert auf der Zerlegung der Daten in einen deterministischen und einen stochastischen Teil, wobei der Erste als zeitvariabel angenommen wird. Um dies...
Persistent link: https://www.econbiz.de/10012152994
Cover Image
A rough multi-factor model of electricity spot prices
Bennedsen, Mikkel - In: Energy economics 63 (2017), pp. 301-313
Persistent link: https://www.econbiz.de/10011757980
Cover Image
Real-time forecast averaging with ALFRED
Banternghansa, Chanont; McCracken, Michael W. - 2010
Persistent link: https://www.econbiz.de/10008668611
Cover Image
Real-time forecast averaging with ALFRED
Banternghansa, Chanont; McCracken, Michael W. - In: Review / Federal Reserve Bank of St. Louis 93 (2011) 1, pp. 49-66
Persistent link: https://www.econbiz.de/10009009068
Cover Image
Forecasting with mixed frequencies
Armesto, Michelle T.; Engemann, Kristie M.; Owyang, … - In: Review / Federal Reserve Bank of St. Louis 92 (2010) 6, pp. 521-536
Persistent link: https://www.econbiz.de/10009009867
Cover Image
The financial content of inflation risks in the euro area
Andrade, Philippe; Fourel, Valère; Ghysels, Eric; … - In: International journal of forecasting 30 (2014) 3, pp. 648-659
Persistent link: https://www.econbiz.de/10010514778
Cover Image
Forecasting movement of the Nigerian Stock Exchange All Share index using artificial neural and Bayesian networks
Bola, Adetunji Abigail; Adesola, Aderounmu Ganiyu; … - In: Journal of finance and investment analysis 2 (2013) 1, pp. 41-59
This paper presents a study of Artificial Neural Network (ANN) and Bayesian Network (BN) for use in stock index prediction. The data from Nigerian Stock Exchange (NSE) market are applied as a case study. Based on the rescaled range analysis, the neural network was used to capture the...
Persistent link: https://www.econbiz.de/10009746063
Cover Image
Business analytics : methods, models, and decisions
Evans, James R. - 2013 - Internat. ed.
Persistent link: https://www.econbiz.de/10009516644