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subject:"Forecasting model"
~isPartOf:"CFS working paper series"
~isPartOf:"Computational economics"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Working papers"
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Search: subject_exact:"Statistical distribution"
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Forecasting model
Statistical distribution
120
Statistische Verteilung
120
Theorie
63
Theory
63
Prognoseverfahren
24
Risikomaß
24
Risk measure
24
Stochastic process
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Volatility
21
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21
Option pricing theory
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Optionspreistheorie
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Capital income
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ARCH model
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24
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Casarin, Roberto
2
Dionne, Georges
2
Hassani, Samir Saissi
2
Kräussl, Roman
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Mittnik, Stefan
2
Paolella, Marc S.
2
Ravazzolo, Francesco
2
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1
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1
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1
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1
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1
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1
Christoffel, Kai
1
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1
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1
Dijk, Herman K. van
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1
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Newton, Lisa S.
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O'Donnell, Christopher John
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CFS working paper series
Computational economics
Journal of economic dynamics & control
Working papers
International journal of forecasting
75
Journal of forecasting
38
Discussion paper / Tinbergen Institute
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
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19
Journal of banking & finance
14
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The European journal of finance
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Discussion papers / National Institute of Economic and Social Research
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Energy economics
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International review of economics & finance : IREF
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Risks : open access journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Journal of empirical finance
6
The North American journal of economics and finance : a journal of financial economics studies
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CESifo working papers
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ECONIS (ZBW)
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1
Modeling and evaluating conditional quantile dynamics in VaR forecasts
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
-
2023
-
Prima edizione
Persistent link: https://www.econbiz.de/10014321854
Saved in:
2
Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2023
Persistent link: https://www.econbiz.de/10014232280
Saved in:
3
Forecasting VaR and CVaR based on a skewed exponential power mixture, in compliance with the new market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2022
Persistent link: https://www.econbiz.de/10013273453
Saved in:
4
Quantile regression analysis to predict GDP distribution using data from the US and UK
Thi Huyen Tran
;
Ślepaczuk, Robert
-
2022
Persistent link: https://www.econbiz.de/10013474017
Saved in:
5
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
6
Bayesian inference for mixed Gaussian GARCH-type model by Hamiltonian Monte Carlo algorithm
Liang, Rubing
;
Qin, Binbin
;
Xia, Qiang
- In:
Computational economics
63
(
2024
)
1
,
pp. 193-220
Persistent link: https://www.econbiz.de/10014472071
Saved in:
7
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
8
GARCHNet - Value-at-Risk forecasting with novel approach to GARCH models based on neural networks
Buczyński, Mateusz
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012795155
Saved in:
9
A Bayesian dynamic compositional model for large density combinations in finance
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
-
2020
Persistent link: https://www.econbiz.de/10012384654
Saved in:
10
Option-implied skewness : Insights from ITM-options
Mohrschladt, Hannes
;
Schneider, Judith Christiane
- In:
Journal of economic dynamics & control
131
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012818193
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