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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Applied economics"
~isPartOf:"Europäische Hochschulschriften / 5"
~isPartOf:"Quantitative finance"
~subject:"Risikomaß"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Risikomaß
Volatility
Estimation theory
263
Schätztheorie
263
Theorie
93
Theory
93
Schätzung
66
Estimation
64
Time series analysis
48
Zeitreihenanalyse
48
Prognoseverfahren
22
Volatilität
22
Germany
16
Monte Carlo simulation
16
Monte-Carlo-Simulation
16
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14
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14
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14
Cointegration
13
Kointegration
13
Nichtparametrisches Verfahren
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13
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12
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12
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USA
12
United States
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11
Panel study
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Microeconometrics
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10
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5
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40
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16
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Kim, Jong-Min
2
Lin, Kuang-hua
2
Mao, Jinfang
2
Marx, Thomas
2
Schneider, Wolfgang
2
Stahl, Erwin
2
Steffen, Andreas
2
Treichel, Volker
2
Tsiotas, Georgios
2
Abutaleb, Ahmed S.
1
Altman, Edward I.
1
Bampinas, Georgios
1
Bayer, Christian
1
Behrendt, Simon
1
Breneis, Simon
1
Burns, Kelly
1
Caccioli, Fabio
1
Canabarro, Askery
1
Cang, Yuquan
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chen, Wilson Ye
1
Chi, Xie
1
Chiu, Yen-Chen
1
Chronopoulou, Alexandra
1
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1
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1
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1
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Galakis, John
1
Gerlach, Richard H.
1
Good, Darrel L.
1
Guo, Meihui
1
Hizmeri, Rodrigo
1
Huang, Shih-Feng
1
Hung, Jui-cheng
1
Hwang, Sun Young
1
Irwin, Scott H.
1
Isengildina-Massa, Olga
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Applied economics
Europäische Hochschulschriften / 5
Quantitative finance
Journal of econometrics
191
International journal of forecasting
119
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
100
Journal of forecasting
75
Economics letters
50
Discussion paper / Tinbergen Institute
47
Insurance / Mathematics & economics
35
Journal of empirical finance
34
Econometric reviews
33
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Econometric theory
27
CREATES research paper
24
Economic modelling
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
Journal of banking & finance
24
Journal of risk
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
The econometrics journal
24
Working paper / Department of Econometrics and Business Statistics, Monash University
24
Discussion paper
23
Finance research letters
23
Journal of financial econometrics
21
SFB 649 discussion paper
21
Computational economics
20
Journal of the American Statistical Association : JASA
18
European journal of operational research : EJOR
17
International journal of theoretical and applied finance
17
Journal of risk and financial management : JRFM
17
Risks : open access journal
17
Econometrics : open access journal
16
NBER working paper series
16
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
16
NBER Working Paper
15
Working papers / Rutgers University, Department of Economics
15
The North American journal of economics and finance : a journal of financial economics studies
14
Working paper
14
Working papers
14
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ECONIS (ZBW)
56
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1
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
2
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh
;
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics
54
(
2022
)
58
,
pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
Saved in:
3
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
4
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
5
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Pelagatti, Matteo
;
Sbrana, Giacomo
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10014552077
Saved in:
6
Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
Saved in:
7
The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri
;
Díaz Hernández, Adán
; …
- In:
Applied economics
55
(
2023
)
37
,
pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
Saved in:
8
Forecasting exchange rates using asymmetric losses : a Bayesian approach
Tsiotas, Georgios
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 273-287
Persistent link: https://www.econbiz.de/10013167737
Saved in:
9
Dynamic quantile function models
Chen, Wilson Ye
;
Peters, Gareth
;
Gerlach, Richard H.
; …
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1665-1691
Persistent link: https://www.econbiz.de/10013367940
Saved in:
10
Proof of non-convergence of the short-maturity expansion for the SABR model
Lewis, Alan L.
;
Pirjol, Dan
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1747-1757
Persistent link: https://www.econbiz.de/10013367944
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