Similar Search Results

Ökonometrische Methoden und maschinelle Lernverfahren zur Wechselkursprognose : theoretische Analyse und empirischer Vergleich ; mit 124 Tabellen

Steurer, Elmar - 1997

Persistent link: https://www.econbiz.de/10000621229

Modelling volatility and forecasting of exchange rate of British pound sterling and Indian rupee

Gupta, Sanjeev; Kashyap, Sachin - In: Journal of modelling in management 11 (2016) 2, pp. 389-404

Persistent link: https://www.econbiz.de/10011529491

Quantitative easing effectiveness : evidence from Euro private assets

Kirikos, Dimitris G. - In: Bulletin of economic research 76 (2024) 2, pp. 354-370

Persistent link: https://www.econbiz.de/10014543807

Forecast performance of neural networks and business cycle asymmetries

Kiani, Khurshid M.; Bidarkota, Prasad V.; Kastens, Terry L. - In: Applied financial economics letters 1 (2005) 4, pp. 205-210

Persistent link: https://www.econbiz.de/10003016823

Long-run identification in a fractionally integrated system

Tschernig, Rolf; Weber, Enzo; Weigand, Roland - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 4, pp. 438-450

Persistent link: https://www.econbiz.de/10010337858

Prediction of financial downside-risk with heavy-tailed conditional distributions

Mittnik, Stefan; Paolella, Marc S. - 2003

The use of GARCH models with stable Paretian innovations in financial modeling has been recently suggested in the literature. This class of processes is attractive because it allows for conditional skewness and leptokurtosis of financial returns without ruling out normality. This contribution...

Persistent link: https://www.econbiz.de/10009765347