Frontmatter.
- Published in:
- Studies in Nonlinear Dynamics & Econometrics, 2024, v. 28, n. 5, p. i, doi. 10.1515/snde-2024-frontmatter5
- Publication type:
- Article
Works matching IS 10811826 AND DT 2024 AND VI 28 AND IP 5
Results: 8
1
2
Artificial Neural Networks and Time Series of Counts: A Class of Nonlinear INGARCH Models.
- Published in:
- Studies in Nonlinear Dynamics & Econometrics, 2024, v. 28, n. 5, p. 751, doi. 10.1515/snde-2022-0095
- By:
- Publication type:
- Article
3
Volatility Forecasting Using Quasi-Score-Driven Models with an Application to the Coronavirus Pandemic Period.
- Published in:
- Studies in Nonlinear Dynamics & Econometrics, 2024, v. 28, n. 5, p. 785, doi. 10.1515/snde-2022-0085
- By:
- Publication type:
- Article
4
Determination of the Number of Breaks in High-Dimensional Factor Models via Cross-Validation.
- Published in:
- Studies in Nonlinear Dynamics & Econometrics, 2024, v. 28, n. 5, p. 739, doi. 10.1515/snde-2022-0037
- By:
- Publication type:
- Article
5
Commitment Issues: Does the Fed Have an Inflation Incentive to Commit?
- Published in:
- Studies in Nonlinear Dynamics & Econometrics, 2024, v. 28, n. 5, p. 767, doi. 10.1515/snde-2022-0034
- By:
- Publication type:
- Article
6
Investor Sentiment Mining Based on Bi-LSTM Model and its Impact on Stock Price Bubbles.
- Published in:
- Studies in Nonlinear Dynamics & Econometrics, 2024, v. 28, n. 5, p. 703, doi. 10.1515/snde-2022-0028
- By:
- Publication type:
- Article
7
Should You Use GARCH Models for Forecasting Volatility? A Comparison to GRU Neural Networks.
- Published in:
- Studies in Nonlinear Dynamics & Econometrics, 2024, v. 28, n. 5, p. 725, doi. 10.1515/snde-2022-0025
- By:
- Publication type:
- Article
8
Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros.
- Published in:
- Studies in Nonlinear Dynamics & Econometrics, 2024, v. 28, n. 5, p. 673, doi. 10.1515/snde-2022-0008
- By:
- Publication type:
- Article