Works matching Financial and Economic Time Series
Results: 124
A Hybrid Approach Integrating Multiple ICEEMDANs, WOA, and RVFL Networks for Economic and Financial Time Series Forecasting.
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- Complexity, 2020, p. 1, doi. 10.1155/2020/9318308
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Testing The Existence Of Multiple Cycles In Financial And Economic Time Series.
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- Annals of Economics & Finance, 2007, v. 8, n. 1, p. 1
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Detection of Uncertainty Events in the Brazilian Economic and Financial Time Series.
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- Computational Economics, 2024, v. 64, n. 3, p. 1507, doi. 10.1007/s10614-023-10483-3
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Entropy-Based Tests for Complex Dependence in Economic and Financial Time Series with the R Package tseriesEntropy.
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- Mathematics (2227-7390), 2023, v. 11, n. 3, p. 757, doi. 10.3390/math11030757
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On Nonlinear, Stochastic Dynamics in Economic and Financial Time Series.
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- Studies in Nonlinear Dynamics & Econometrics, 2000, v. 4, n. 3, p. 101, doi. 10.1162/108118200750387973
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MODELING MEMORY OF ECONOMIC AND FINANCIAL TIME SERIES.
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- Singapore Economic Review, 2005, v. 50, n. 1, p. 1, doi. 10.1142/S0217590805001809
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A General Quantile Function Model for Economic and Financial Time Series.
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- Econometric Reviews, 2016, v. 35, n. 7, p. 1173, doi. 10.1080/07474938.2014.976528
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Financial Development and Economic Growth: Time Series Evidence from Pakistan and China.
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- Journal of Economic Cooperation Among Islamic Countries, 2008, v. 29, n. 2, p. 1
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Does financial development foster economic globalization in emerging economies? Time series evidence from China and India.
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- Journal of International Trade & Economic Development, 2023, v. 32, n. 6, p. 902, doi. 10.1080/09638199.2022.2139855
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ПРОГНОЗУВАННЯ ФІНАНСОВИХ РЯДІВ: СЕМАНТИЧНИЙ АНАЛІЗ ЕКОНОМІЧНИХ НОВИН
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- Neuro-Fuzzy Modeling Techniques in Economics, 2016, n. 5, p. 81
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Using Time-Series Analysis of Economic and Financial Phenomenon.
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- Romanian Statistical Review, 2013, n. Sup, p. 212
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FINANCIAL AND REAL LATENT FACTORS IN FORECASTING ECONOMIC TIME SERIES.
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- Electronic Journal of Applied Statistical Analysis, 2012, v. 5, n. 3, p. 445, doi. 10.1285/i20705948v5n3p445
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Novas evidências de causalidade entre sistema financeiro e crescimento econômico no Brasil usando séries de tempo no domínio da frequência.
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- Nova Economia, 2018, v. 28, n. 1, p. 273, doi. 10.1590/0103-6351/2718
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Financial Development and Economic Growth: Time Series Analysis from India.
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- Wealth: International Journal of Money, Banking & Finance, 2016, v. 5, n. 1, p. 4
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NOWCASTING ECONOMIC TIME SERIES: REAL VERSUS FINANCIAL COMMON FACTORS.
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- Journal of Applied Quantitative Methods, 2012, v. 7, n. 3, p. 13
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How Do You Make A Time Series Sing Like a Choir? Extracting Embedded Frequencies from Economic and Financial Time Series using Empirical Mode Decomposition.
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- Studies in Nonlinear Dynamics & Econometrics, 2012, v. 16, n. 5, p. -1, doi. 10.1515/1558-3708.2080
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The Impact of Bank-Based and Market-Based Financial Development on Economic Growth: Time-Series Evidence From the United Kingdom.
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- Global Economy Journal, 2016, v. 16, n. 2, p. 389, doi. 10.1515/gej-2015-0036
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Financial development and economic growth nexus: a time-series evidence from India.
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- Applied Economics, 2008, v. 40, n. 12, p. 1615, doi. 10.1080/00036840600892886
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DYNAMIC MODELS FOR VOLATILITY AND HEAVY TAILS: WITH APPLICATIONS TO FINANCIAL AND ECONOMIC TIME SERIES, BY A. C. HARVEY. PUBLISHED BY CAMBRIDGE UNIVERSITY PRESS, 2013 NEW YORK, USA. TOTAL NUMBER OF PAGES: 261. PRICE: $36.99. ISBN:.
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- Journal of Time Series Analysis, 2014, v. 35, n. 2, p. 187, doi. 10.1111/jtsa.12061
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Periodicity, Non-stationarity, and Forecasting of Economic and Financial Time Series: Editors' Introduction.
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- Journal of Time Series Econometrics, 2011, v. 3, n. 1, p. 1, doi. 10.2202/1941-1928.1098
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NON-LINEAR VOLATILITY MODELING OF ECONOMIC AND FINANCIAL TIME SERIES USING HIGH FREQUENCY DATA.
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- Romanian Journal of Economic Forecasting, 2011, v. 14, n. 2, p. 116
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Financial Structure, Misery Index, and Economic Growth: Time Series Empirics from Pakistan.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020100
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Overview of Long Memory for Economic and Financial Time Series Dataset and Related Time Series Models: A Review Study.
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- IAENG International Journal of Applied Mathematics, 2022, v. 52, n. 2, p. 261
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Effect of Financial Development on Economic Growth: Does Inflation Matter? Time Series Evidence from the UEMOA Countries.
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- International Economic Journal, 2010, v. 24, n. 3, p. 343, doi. 10.1080/10168730903502416
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Financial Sanctions and Economic Growth: An Intervention Time-series Approach.
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- International Economics Studies, 2021, v. 51, n. 1, p. 1
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Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels.
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- Econometrics (2225-1146), 2017, v. 5, n. 3, p. 41, doi. 10.3390/econometrics5030041
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Vector time series analysis on economic growth and financial growth based on the oil price.
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- Communications in Statistics: Case Studies & Data Analysis, 2024, v. 10, n. 3/4, p. 277, doi. 10.1080/23737484.2024.2429123
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FİNANSAL KALKINMA İLE İKTİSADİ BÜYÜME ARASINDAKİ NEDENSELLİK İLİŞKİSİ: ÇOK ÜLKELİ BİR ZAMAN SERİSİ ANALİZİ.
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- Journal of Financial Researches & Studies / Finansal Araştirmalar ve Çalişmalar Dergisi, 2013, v. 4, n. 8, p. 111
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A Continuous Differentiable Wavelet Shrinkage Function for Economic Data Denoising.
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- Computational Economics, 2019, v. 54, n. 2, p. 729, doi. 10.1007/s10614-018-9849-y
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Comparative Analysis of LSTM, ARIMA, and Hybrid Models for Forecasting Future GDP.
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- Ingénierie des Systèmes d'Information, 2024, v. 29, n. 3, p. 853, doi. 10.18280/isi.290306
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PROBABILISTIC MODELS AND METHODS OF REGRESSION ANALYSIS OF VOLATILE FINANCIAL TIME SERIES.
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- Science-Based Technologies, 2023, v. 57, n. 1, p. 3, doi. 10.18372/2310-5461.57.17439
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Financial and Economic Sequence Forecasting Based on Time Slot Allocation Algorithm.
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- Security & Communication Networks, 2022, p. 1, doi. 10.1155/2022/2340521
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Are the Effects of Financial Market Disruptions Big or Small?
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- Review of Economics & Statistics, 2022, v. 104, n. 3, p. 557, doi. 10.1162/rest_a_00972
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A Potential-Field Approach to Financial Time Series Modelling.
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- Computational Economics, 2003, v. 22, n. 2/3, p. 139, doi. 10.1023/A:1026181713294
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基于零空间追踪算法的信贷投放对 中国区域经济贡献度的比较研究.
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- Journal of Guangxi Normal University - Natural Science Edition, 2020, v. 38, n. 2, p. 156, doi. 10.16088/j.issn.1001-6600.2020.02.018
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MONEY DEMAND IN A DOLLARIZING ECONOMY: THE CASE OF THE DOMINICAN REPUBLIC.
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- Journal of Developing Areas, 2008, v. 42, n. 1, p. 39
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Local explosion modelling by non-causal process.
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- Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2017, v. 79, n. 3, p. 737, doi. 10.1111/rssb.12193
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Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling.
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- Journal of Business & Economic Statistics, 2020, v. 38, n. 1, p. 55, doi. 10.1080/07350015.2018.1448830
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Testing for Neglected Nonlinearity in Long-Memory Models.
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- Journal of Business & Economic Statistics, 2007, v. 25, n. 4, p. 447, doi. 10.1198/073500106000000305
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Unit-Root Tests Are Useful for Selecting Forecasting Models.
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- Journal of Business & Economic Statistics, 2000, v. 18, n. 3, p. 265, doi. 10.2307/1392260
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A New Test for ARCH Effects and Its Finite-Sample Performance.
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- Journal of Business & Economic Statistics, 1999, v. 17, n. 1, p. 91, doi. 10.2307/1392241
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IS THE EXCHANGE RATE A FACTOR OF BANK LIQUIDITY CHANGES? STUDY OF THE CZECH REPUBLIC.
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- Society & Economy, 2016, v. 38, n. 3, p. 359, doi. 10.1556/204.2016.38.3.5
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The Nexus between Trade, Financial Development, Remittances and Economic Growth: A Vector Autoregression Approach.
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- Acta Universitatis Danubius: Œconomica, 2024, v. 20, n. 4, p. 159
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Financial Development and Economic Growth Nexus in Nigeria: Further Evidence from Long-run Estimates.
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- Acta Universitatis Danubius: Œconomica, 2017, v. 13, n. 3, p. 5
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Noisy chaotic dynamics in commodity markets.
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- Empirical Economics, 2004, v. 29, n. 3, p. 489, doi. 10.1007/s00181-003-0180-6
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TIME-VARYING VOLATILITY MODELLING OF BALTIC STOCK MARKETS.
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- Journal of Business Economics & Management, 2010, v. 11, n. 3, p. 511, doi. 10.3846/jbem.2010.25
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ASYMMETRIC SMOOTH TRANSITION AUTOREGRESSIVE MODEL IN FORECASTING FINANCE RATE ON CONSUMER INSTALLMENT LOANS AT COMMERCIAL BANKS.
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- Journal of Mahani Mathematical Research Center, 2025, v. 14, n. 1, p. 491, doi. 10.22103/jmmr.2024.23818.1684
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تقدير أنموذج الانحدار في حالة وجود عدم تجانس التباين الشرطي من نوع EGARCH, ARCH )مع تطبيق عملي لبيانات عرض النقد)
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- Journal of Administration & Economics, 2019, n. 120, p. 281, doi. 10.31272/JAE.42.2019.120.16
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استخدام طريقة المربعات الصغرى العمومية اللا خطية لتقدير أنموذج الانحدار في حالة وجود مشكلة عدم تجانس التباين الشرطي - مع تطبيق عملي لبيانات عرض النقد
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- Journal of Administration & Economics, 2018, n. 116, p. 299
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The Non-Bank Financial Intermediaries and Economic Growth in Tanzania: An Empirical Analysis 1967-2011.
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- Tanzanian Economic Review, 2016, v. 6, n. 1/2, p. 1, doi. 10.56279/ter.v6i1.20
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