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~subject:"Forecasting model"
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Search: subject:"Continuous Time"
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Forecasting model
Theorie
145
Theory
145
Stochastic process
73
Stochastischer Prozess
73
Markov chain
55
Markov-Kette
55
Continuous time
48
Game theory
47
Spieltheorie
47
Time series analysis
34
Zeitreihenanalyse
34
Option pricing theory
31
Optionspreistheorie
31
Portfolio selection
30
Portfolio-Management
30
Volatility
27
Volatilität
27
Mathematical programming
25
Mathematische Optimierung
25
continuous time
23
Estimation theory
21
Schätztheorie
21
CAPM
19
Experiment
18
Prognoseverfahren
14
Agency theory
13
Prinzipal-Agent-Theorie
13
Probability theory
13
Wahrscheinlichkeitsrechnung
13
Scheduling problem
12
Scheduling-Verfahren
12
Yield curve
12
Zinsstruktur
12
Control theory
11
Kontrolltheorie
11
Continuous-time Markov chain
10
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10
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10
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10
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Article in journal
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14
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1
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1
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English
14
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Nowman, Kalid Ben
4
Gough, O.
2
Ma, Guiyuan
2
Siu, Chi Chung
2
Tunaru, Diana
2
Van Dellen, S.
2
Zhu, Song-Ping
2
Brockwell, Peter J.
1
El-Khatib, Youssef
1
Fabozzi, Francesco A.
1
Fabozzi, Frank J.
1
Gough, Orla
1
Hatemi-J, Abdulnasser
1
Karathanasopoulos, Andreas
1
Krüger, Steffen
1
Lindner, Alexander
1
Lo, Chia Chun
1
Oehme, Toni
1
Rösch, Daniel
1
Saltoğlu, Burak
1
Scheule, Harald
1
Skindilias, Konstantinos
1
Tong, Zhigang
1
Van Dellen, Stefan
1
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International review of financial analysis
2
The empirical economics letters : a monthly international journal of economics
2
Economic modelling
1
European journal of operational research : EJOR
1
International journal of bonds and derivatives
1
International journal of financial engineering and risk management
1
Journal of econometrics
1
Journal of economic studies
1
Journal of empirical finance
1
Journal of forecasting
1
Mathematical methods of operations research : ZOR
1
Review of quantitative finance and accounting
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ECONIS (ZBW)
14
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1
On a regime switching illiquid high volatile prediction model for cryptocurrencies
El-Khatib, Youssef
;
Hatemi-J, Abdulnasser
- In:
Journal of economic studies
51
(
2024
)
2
,
pp. 485-498
Persistent link: https://www.econbiz.de/10014482773
Saved in:
2
A comparison of multi-factor term structure models for interbank rates
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
;
Tunaru, Diana
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 323-356
Persistent link: https://www.econbiz.de/10014342033
Saved in:
3
A numerical approach to solve consumption-portfolio problems with predictability in income, stock prices, and house prices
Weiss, Farina
- In:
Mathematical methods of operations research : ZOR
93
(
2021
)
1
,
pp. 33-81
Persistent link: https://www.econbiz.de/10012488877
Saved in:
4
Optimal investment and consumption with return predictability and execution costs
Ma, Guiyuan
;
Siu, Chi Chung
;
Zhu, Song-Ping
- In:
Economic modelling
88
(
2020
),
pp. 408-419
Persistent link: https://www.econbiz.de/10012417252
Saved in:
5
Term structure modelling with quadratic CARMA processes
Tong, Zhigang
- In:
International journal of bonds and derivatives
2
(
2016
)
4
,
pp. 285-303
Persistent link: https://www.econbiz.de/10011807493
Saved in:
6
Dynamic portfolio choice with return predictability and transaction costs
Ma, Guiyuan
;
Siu, Chi Chung
;
Zhu, Song-Ping
- In:
European journal of operational research : EJOR
278
(
2019
)
3
,
pp. 976-988
Persistent link: https://www.econbiz.de/10012102528
Saved in:
7
A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses
Krüger, Steffen
;
Oehme, Toni
;
Rösch, Daniel
;
Scheule, …
- In:
Journal of empirical finance
47
(
2018
),
pp. 246-262
Persistent link: https://www.econbiz.de/10012103459
Saved in:
8
Gaussian estimation and forecasting of the U.K. yield curve with multi-factor
continuous-time
models
Tunaru, Diana
- In:
International review of financial analysis
52
(
2017
),
pp. 119-129
Persistent link: https://www.econbiz.de/10011868716
Saved in:
9
Forecasting latent volatility through a Markov chain approximation filter
Lo, Chia Chun
;
Skindilias, Konstantinos
; …
- In:
Journal of forecasting
35
(
2016
)
1
,
pp. 54-69
Persistent link: https://www.econbiz.de/10011417712
Saved in:
10
Prediction of Lévy-driven CARMA processes
Brockwell, Peter J.
;
Lindner, Alexander
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 263-271
Persistent link: https://www.econbiz.de/10011504524
Saved in:
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