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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Quantitative finance"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~subject:"Correlation"
~subject:"Korrelation"
~subject:"Monte-Carlo-Simulation"
~subject:"Volatility"
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Deutschland
Forecasting model
Correlation
Korrelation
Monte-Carlo-Simulation
Volatility
Estimation theory
253
Schätztheorie
253
Regression analysis
77
Regressionsanalyse
77
Nichtparametrisches Verfahren
47
Nonparametric statistics
47
Time series analysis
46
Zeitreihenanalyse
46
Theorie
31
Theory
31
Robust statistics
27
Robustes Verfahren
27
Estimation
26
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26
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24
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24
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21
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16
Statistical distribution
15
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Börsenkurs
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Share price
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Analysis of variance
11
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Autokorrelation
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10
Least squares method
10
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10
Capital income
9
Heteroscedasticity
9
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Sibbertsen, Philipp
4
Gotu, Butte
3
Weihs, Claus
3
Hartung, Joachim
2
Krämer, Walter
2
Runde, Ralf
2
Troschke, Sven-Oliver
2
Tsiotas, Georgios
2
Venetis, Ioannis
2
Argaç, Dog̃an
1
Argaç, Doğan
1
Bayer, Christian
1
Behrendt, Simon
1
Berke, Olaf
1
Bonney, George E.
1
Breneis, Simon
1
Buccheri, G.
1
Caccioli, Fabio
1
Calzolari, Giorgio
1
Canabarro, Askery
1
Cang, Yuquan
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chen, Wilson Ye
1
Chi, Xie
1
Christensen, Kim
1
Chronopoulou, Alexandra
1
Chung, Munki
1
Croux, Christophe
1
Czogiel, Irina
1
Fabozzi, Frank J.
1
Favreau, Charles
1
Fried, Roland
1
Galakis, John
1
Gather, Ursula
1
Gelper, Sarah
1
Gerlach, Richard H.
1
Glasserman, Paul
1
Groß, Jürgen
1
Guo, Meihui
1
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Quantitative finance
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
Journal of econometrics
256
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
133
International journal of forecasting
119
Economics letters
90
Journal of forecasting
76
Discussion paper / Tinbergen Institute
62
Econometric reviews
54
Econometric theory
46
Journal of the American Statistical Association : JASA
40
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
Journal of empirical finance
38
The econometrics journal
38
Computational economics
35
Working paper / Department of Econometrics and Business Statistics, Monash University
35
Economic modelling
34
NBER Working Paper
34
Finance research letters
32
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
32
Working paper / National Bureau of Economic Research, Inc.
32
Applied economics letters
30
NBER working paper series
30
Journal of financial econometrics : official journal of the Society for Financial Econometrics
29
Applied economics
28
Econometrics : open access journal
28
CREATES research paper
27
Discussion paper
26
Journal of financial econometrics
26
Working paper
26
Discussion paper series / IZA
23
European journal of operational research : EJOR
23
Journal of banking & finance
23
Cambridge working papers in economics
22
SFB 649 discussion paper
22
CEMMAP working papers / Centre for Microdata Methods and Practice
20
CESifo working papers
19
Europäische Hochschulschriften / 5
19
Risks : open access journal
19
Insurance / Mathematics & economics
17
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
; …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
Saved in:
10
High-dimensional realized covariance estimation : a parametric approach
Buccheri, G.
;
Mboussa Anga, G.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2093-2107
Persistent link: https://www.econbiz.de/10013490925
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