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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Quantitative finance"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~subject:"Korrelation"
~subject:"Monte-Carlo-Simulation"
~subject:"Statistical distribution"
~subject:"Volatility"
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Deutschland
Forecasting model
Korrelation
Monte-Carlo-Simulation
Statistical distribution
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
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24
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21
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16
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10
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9
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Sibbertsen, Philipp
4
Weihs, Claus
4
Gotu, Butte
3
Pawlitschko, Jörg
3
Gather, Ursula
2
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
Bissantz1, Nicolai
1
Bonney, George E.
1
Braess, Dietrich
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
Chu, Chih-Kang
1
Chung, Munki
1
Croux, Christophe
1
Czogiel, Irina
1
Dette, Holger
1
Dümbgen, Lutz
1
Fabozzi, Frank J.
1
Favreau, Charles
1
Fried, Roland
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Quantitative finance
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
Journal of econometrics
300
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
153
International journal of forecasting
120
Economics letters
109
Journal of forecasting
77
Discussion paper / Tinbergen Institute
76
Econometric reviews
73
Econometric theory
69
Insurance / Mathematics & economics
58
Journal of the American Statistical Association : JASA
54
The econometrics journal
51
Journal of empirical finance
43
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
41
Computational economics
40
CEMMAP working papers / Centre for Microdata Methods and Practice
39
Working paper / Department of Econometrics and Business Statistics, Monash University
39
Finance research letters
38
NBER Working Paper
38
Econometrics : open access journal
36
Economic modelling
36
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
36
Applied economics
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Applied economics letters
35
Working paper / National Bureau of Economic Research, Inc.
33
European journal of operational research : EJOR
32
NBER working paper series
32
CREATES research paper
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
31
Statistics in transition : an international journal of the Polish Statistical Association
31
Working paper
31
Discussion paper / Center for Economic Research, Tilburg University
30
Journal of financial econometrics
30
Discussion paper series / IZA
29
Discussion paper
28
Risks : open access journal
28
Cambridge working papers in economics
27
Journal of banking & finance
26
SFB 649 discussion paper
26
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ECONIS (ZBW)
59
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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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