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Künstliche neuronale Netze versus ökonometrische und zeitreihenanalytische Verfahren zur Prognose ökonomischer Zeitreihen
Zimmerer, Thomas - 1997
Persistent link: https://www.econbiz.de/10012699281
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Künstliche neuronale Netze versus ökonometrische und zeitreihenanalytische Verfahren zur Prognose ökonomischer Zeitreihen
Zimmerer, Thomas - 1997
Persistent link: https://www.econbiz.de/10000967950
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Long term forecasts of volatility in the market for crude oil : do futures prices offer any clues?
Brochu, Stephen M. - 2002
Persistent link: https://www.econbiz.de/10001875427
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Should I open to forecast? : implications from a multi-country unobserved components model with sparse factor stochastic volatility
Wu, Ping - In: International journal of forecasting 40 (2024) 3, pp. 903-917
Persistent link: https://www.econbiz.de/10014547224
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Alternative approaches for identifying the time series characteristics of the yen-dollar exchange rate
Chyong, Ling Chen - 1991
Persistent link: https://www.econbiz.de/10000909897
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Nominal equilibrium exchange rate models : a panel perspective
Husted, Steven L.; MacDonald, Ronald - In: Equilibrium exchange rates, (pp. 209-240). 1999
Persistent link: https://www.econbiz.de/10001409321
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Forecasting exchange rate correlations using options and high-frequency data
Moldenhauer, Felix - 2011
Persistent link: https://www.econbiz.de/10009383091
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Distinguishing between stochastic and deterministic behavior in high frequency foreign exchange rate returns : can non-linear dynamics help forecasting
Cecen, A. A. - In: International journal of forecasting 12 (1996) 4, pp. 465-473
Persistent link: https://www.econbiz.de/10001214771
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Real-time trading models and the statistical properties of foreign exchange rates
Gençay, Ramazan; Ballocchi, Giuseppe; Dacorogna, Michel M. - In: International economic review 43 (2002) 2, pp. 463-491
Persistent link: https://www.econbiz.de/10001680491