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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Quantitative finance"
~person:"Kondor, Imre"
~person:"Tsiotas, Georgios"
~subject:"Bayes-Statistik"
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Deutschland
Forecasting model
Bayes-Statistik
Estimation theory
3
Prognoseverfahren
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Schätztheorie
3
Bayesian inference
2
MCMC
2
Risikomaß
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Bayes factors
1
CAViaR models
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Directional accuracy
1
Encompassing test
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Estimation error
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Exchange rate
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Exchange rates
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Expected shortfall
1
Forecast evaluation
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Forecasting evaluation
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Kondor, Imre
Tsiotas, Georgios
Badescu, Andrei L.
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Caccioli, Fabio
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Chatterjee, Rupak
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Chen, May-Ru
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Chi, Xie
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Dupin, Gilles
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Fung, Tsz Chai
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1
Nolte, Ingmar
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Peng, Liang
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Picech, Liviana
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Podobnik, Boris
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Ratiarison, Eric
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Ren, Yu
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Riegel, Ulrich
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Sigalotti, Luciano
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Astin bulletin : the journal of the International Actuarial Association
Quantitative finance
Journal of quantitative economics
1
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ECONIS (ZBW)
3
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1
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:
2
Portfolio optimization under Expected Shortfall : contour maps of estimation error
Caccioli, Fabio
;
Kondor, Imre
;
Papp, Gábor
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1295-1313
Persistent link: https://www.econbiz.de/10011911538
Saved in:
3
A Bayesian encompassing test using combined value-at-risk estimates
Tsiotas, Georgios
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 395-417
Persistent link: https://www.econbiz.de/10011906387
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