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Dynamic Use Of Survey Data And High Frequency Model Forecasting, A

This volume investigates the accuracy and dynamic performance of a high-frequency forecast model for the Japanese and United States;

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Essays on Using High-Frequency Data in Empirical Asset Pricing Models

provides a survey on the use, analysis, and application of high-frequency data. I concentrate on the research using intraday observations on;

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Macroeconomic Forecasting in the Era of Big Data

This book surveys big data tools used in macroeconomic forecasting and addresses related econometric issues, including how to capture;

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Macroeconomic Forecasting in the Era of Big Data

This book surveys big data tools used in macroeconomic forecasting and addresses related econometric issues, including how to capture;

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Handbook of Modeling High-Frequency Data in Finance

in each chapter ensure that readers are supplied with a wide treatment of practical methods. Handbook of Modeling High-Frequency Data in Finance;

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Time Series In High Dimensions

Factor models have become the most successful tool in the analysis and forecasting of high-dimensional time series. This monograph provides;

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Oxford] Handbook Of Economic Forecasting

, DSGE models, restricted vector autoregressions, and non-linear models, as well as models for handling data observed at mixed frequencies, high;

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Nonlinear Modelling of High Frequency Financial Time Series

traders and a growing number of risk managers. To improve results, more and more researchers and practitioners are turning to high frequency data;

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Applied Economic Forecasting using Time Series Methods

frequency data models, nowcasting, forecasting using large datasets and, finally, volatility models. There are plenty of practical applications;

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Analysing Intraday Implied Volatility for Pricing Currency Options

This book focuses on the impact of high-frequency data in forecasting market volatility and options price. New technologies have created;

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Analysing Intraday Implied Volatility for Pricing Currency Options

This book focuses on the impact of high-frequency data in forecasting market volatility and options price. New technologies have created;

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Econometrics of Financial High-frequency Data

The availability of financial data recorded on high-frequency level has inspired a research area which over the last decade emerged to a;

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High-Frequency Financial Econometrics

fifteen years, the use of statistical and econometric methods for analyzing high-frequency financial data has grown exponentially. This growth has;

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Forecasting In The Presence Of Structural Breaks And Model Uncertainty

survey and extend. This book is supported by a website detailing the data and programs used.;

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Handbook of Economic Forecasting

of Economic Forecasting . The handbook covers developments in how forecasts are constructed based on multivariate time-series models, dynamic factor;

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Forecasting Financial Markets

frequency data, the information content of volatility markets, and applications of neural networks and genetic algorithms to financial time series;

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Forecasting Time Series Data with Facebook Prophet

Create and improve high-quality automated forecasts for time series data that have strong seasonal effects, holidays, and additional;

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Advanced Forecasting with Python

mathematical transcription of the idea, and Python code that applies the model to an example data set. Reading this book will add a competitive edge to;

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Forecasting With Univariate Box - Jenkins Models

good ARIMA models in a step-by-step manner using real data. Also includes examples of model misspecification. Provides guidance to alternative;

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Introduction To Time Series Analysis & F

practicality of forecasting techniques in the context of time-oriented data * New material on frequency domain and spatial temporal data analysis;

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Applied Bayesian Forecasting and Time Series Analysis

dynamic linear mode (DLM). They include a complete theoretical development of the DLM and illustrate each step with analysis of time series data;

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Applied Bayesian Forecasting and Time Series Analysis

dynamic linear mode (DLM). They include a complete theoretical development of the DLM and illustrate each step with analysis of time series data;

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Operational Flood Forecasting, Warning and Response for Multi-Scale Flood Risks in Developing Cities

of data, limited resources and often complex climatic, hydrologic and hydraulic conditions. In this research, a regional method is proposed for;

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Operational Flood Forecasting, Warning and Response for Multi-Scale Flood Risks in Developing Cities

of data, limited resources and often complex climatic, hydrologic and hydraulic conditions. In this research, a regional method is proposed for;

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An Introduction to High-Frequency Finance

book provides a framework for the analysis, modeling, and inference of high frequency financial time series. With particular emphasis on;

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Time Series

in methodology and applications of time series analysis. It encompasses a graduate-level account of Bayesian time series modeling, analysis and;

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Inflation Forecasting, Central Bank Independence and Price Stability

The accuracy of inflation forecasting has been a challenge in most developing countries which do not have high frequency data.This study;

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