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Forecasts for international financial series with VMD algorithms
Guo, Wei; Liu, Qingfu; Luo, Zhidan; Tse, Yiuman - In: Journal of Asian economics 80 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013431356
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Modelos de series de tiempo para el pronóstico de precios de minerales
Araníbar del Alcázar, Jaime - In: Análisis económico 14 (1996), pp. 29-76
Persistent link: https://www.econbiz.de/10001231308
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Analyzing the robustness of ARIMA and neural networks as a predictive model of crude oil prices
Sharma, Sudhi; Yadav, Miklesh Prasad - In: Theoretical and applied economics : GAER review 27 (2020) 2/623, pp. 289-300
Persistent link: https://www.econbiz.de/10012643202
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Predicting crude oil prices during a pandemic : a comparison of Arima and Garch models
Haque, Mohammad Imdadul; Shaik, Abdul Rahman - In: Montenegrin journal of economics 17 (2021) 1, pp. 197-207
Persistent link: https://www.econbiz.de/10012436043
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The predictive ability of several models of exchange rate volatility
West, Kenneth D.; Cho, Dongchul - 1994
Persistent link: https://www.econbiz.de/10000884768
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The predictive ability of several models of exchange rate volatility
West, Kenneth D.; Cho, Dongchul - 1994 - Rev
Persistent link: https://www.econbiz.de/10000892226
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Financial markets and the theory of chaos
Gilmore, Claire Gilbert - 1992
Persistent link: https://www.econbiz.de/10000896128
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Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben; Bollerslev, Tim - 1997
Persistent link: https://www.econbiz.de/10000627888
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Long-run growth forecasting
Bergheim, Stefan - 2008
Persistent link: https://www.econbiz.de/10003603498
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Applications in computational finance with a focus on approximation of financial time series by neurocomputing
Spreckelsen, Christian von - 2014
Persistent link: https://www.econbiz.de/10010511665