المؤلفون: Manveer Kaur Mangat, Erhard Reschenhofer, Thomas Stark, Christian Zwatz

المصدر: Data Science in Finance and Economics, Vol 2, Iss 4, Pp 437-463 (2022)

مصطلحات موضوعية: directional forecasting, trading strategies, support vector machines, random forests, bagging, Finance, HG1-9999, Statistics, HA1-4737

وصف الملف: electronic resource

Relation: https://doaj.org/toc/2769-2140

URL الوصول: https://doaj.org/article/5b35ffb3afba46689db6ec49c592b427

المؤلفون: Manveer Kaur Mangat, Erhard Reschenhofer

المصدر: Econometrics, Vol 8, Iss 3, p 28 (2020)

مصطلحات موضوعية: global warming, fractionally integrated processes, stationarity test, frequency-domain test, frequency-domain estimators, Economics as a science, HB71-74

وصف الملف: electronic resource

Relation: https://www.mdpi.com/2225-1146/8/3/28; https://doaj.org/toc/2225-1146

URL الوصول: https://doaj.org/article/f9385cdc8146404786cd5ed9e5af2cd9

المؤلفون: Erhard Reschenhofer, Manveer Kaur Mangat

المصدر: Taylor & Francis Journals, Communications in Statistics - Theory and Methods. 50(15):3645-3660

الإتاحة: https://ideas.repec.org/a/taf/lstaxx/v50y2021i15p3645-3660.html

المؤلفون: Erhard Reschenhofer, Thomas Stark, Manveer Kaur Mangat

المصدر: Journal of Empirical Finance. 59:133-153

مصطلحات موضوعية: 040101 forestry, Economics and Econometrics, 050208 finance, Mean squared error, Computer science, Realized variance, Autoregressive conditional heteroskedasticity, media_common.quotation_subject, 05 social sciences, Nonparametric statistics, 04 agricultural and veterinary sciences, Unobservable, 0502 economics and business, Econometrics, 0401 agriculture, forestry, and fisheries, Volatility (finance), Proxy (statistics), Finance, Normality, media_common

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::2b79df0d61d23f9d5e9ca1bc5742eab4
https://doi.org/10.1016/j.jempfin.2020.09.006

المؤلفون: Erhard Reschenhofer, Thomas Stark, Manveer Kaur Mangat

المصدر: Theoretical Economics Letters. 10:47-68

مصطلحات موضوعية: 050208 finance, 05 social sciences, Estimator, General Medicine, General Chemistry, Kolmogorov–Smirnov test, symbols.namesake, Whittle likelihood, 0502 economics and business, Statistics, symbols, Periodogram, Trimming, 050207 economics, Smoothing, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::b39fb83a42648f42f6e7688a04e23cbf
https://doi.org/10.4236/tel.2020.101004

المؤلفون: Erhard Reschenhofer, Manveer Kaur Mangat, Christian Zwatz, Sándor Guzmics

المصدر: John Wiley & Sons, Ltd., Journal of Forecasting. 39(2):334-351

الإتاحة: https://ideas.repec.org/a/wly/jforec/v39y2020i2p334-351.html

المؤلفون: Manveer Kaur Mangat, Erhard Reschenhofer

المصدر: Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics. 11(2):93-106

الإتاحة: https://ideas.repec.org/a/psc/journl/v11y2019i2p93-106.html

المؤلفون: Manveer Kaur Mangat, Erhard Reschenhofer

مصطلحات موضوعية: Statistics and Probability, Computation, 05 social sciences, Fast Fourier transform, Estimator, Computational Mathematics, symbols.namesake, Fractional Fourier frequencies, Financial high-frequency data, Fourier transform, Amplitude, Orthogonality, Long-range dependence, 0502 economics and business, symbols, Applied mathematics, Periodogram, 050207 economics, Statistics, Probability and Uncertainty, 050205 econometrics, Mathematics, Sine and cosine transforms

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d101c09f8ba90828871521e380eeceaf
https://hdl.handle.net/11353/10.1218274

المؤلفون: Erhard Reschenhofer, Manveer Kaur Mangat

مصطلحات موضوعية: Statistics and Probability, Statistics::Theory, Heteroscedasticity, 021103 operations research, Truncated F distribution, 0211 other engineering and technologies, 02 engineering and technology, 01 natural sciences, 010104 statistics & probability, Ordinate, Memory parameter, Robust tests, Outlier, Range (statistics), Periodogram, Statistical physics, 0101 mathematics, Mathematics

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f57d71e5129e84addea86b1ff9d93205
https://doi.org/10.1080/03610926.2019.1709646

المؤلفون: Christian Zwatz, Manveer Kaur Mangat, Erhard Reschenhofer, Sándor Guzmics

مصطلحات موضوعية: trading strategies, Strategy and Management, Big data, Sample (statistics), Management Science and Operations Research, technical analysis, 0502 economics and business, Econometrics, Economics, Trading strategy, 050207 economics, Predictability, Transaction cost, 050208 finance, business.industry, 05 social sciences, replication studies, Computer Science Applications, Social Sciences Citation Index, machine learning, periodicities, Modeling and Simulation, Technical analysis, Profitability index, fractal dynamics, Statistics, Probability and Uncertainty, business

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c3532465b76d4ff8fb3346565793fd40
https://doi.org/10.1002/for.2629