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Wie renditeträchtig sind Finanzprognosen mit Hilfe von Künstlichen Neuronalen Netzen?
Krüger, Siegfried; Schlegel, Hannes - 2002
Persistent link: https://www.econbiz.de/10001721743
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Assessing the impact of market microstructure noise and random jumps on the relative forecasting performance of option-implied and returns-based volatility
Martin, Gael M.; Reidy, Andrew; Wright, Jill - 2006
Persistent link: https://www.econbiz.de/10003365312
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The M-competition forecast data
Klapper, Matthias; Wenzel, Thomas - 1998
Persistent link: https://www.econbiz.de/10000672974
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Methoden der Technikvorausschau - eine internationale Übersicht
Cuhls, Kerstin - 2008
Persistent link: https://www.econbiz.de/10003724054
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Lee-Carter mortality forecasting : a multi-country comparison of variants and extensions
Booth, Heather; Hyndman, Rob J.; Tickle, Leonie; De … - 2006
Persistent link: https://www.econbiz.de/10003361011
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Analysis of uranium supply to 2050
2001
Persistent link: https://www.econbiz.de/10013203921
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Stock market overreaction and fundamental valuation : theory and empirical evidence
Külpmann, Mathias - 2002
Persistent link: https://www.econbiz.de/10001607573
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Stetige versus diskrete Renditen : finanzmathematische Überlegungen zur richtigen Verwendung beider Begriffe in Theorie und Praxis
Dorfleitner, Gregor - 1999
Persistent link: https://www.econbiz.de/10013374668
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World agriculture : towards 2010 ; an FAO study
Alexandratos, Nikos (ed.);  … - 1995
Persistent link: https://www.econbiz.de/10000533959