//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Forecasting model"
~person:"Diebold, Francis X."
~person:"Kang, Kyu Ho"
~person:"Paolella, Marc S."
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Statistical distribution"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Statistical distribution
19
Statistische Verteilung
19
Prognoseverfahren
11
ARCH model
9
ARCH-Modell
9
Capital income
9
Kapitaleinkommen
9
Theorie
9
Theory
9
Estimation
8
Estimation theory
8
Schätztheorie
8
Schätzung
8
Portfolio selection
6
Portfolio-Management
6
Volatility
6
Volatilität
6
Risikomaß
5
Risk measure
5
GARCH
4
Bayes-Statistik
3
Bayesian inference
3
Correlation
3
Korrelation
3
Multivariate Analyse
3
Multivariate analysis
3
Portfolio optimization
3
Stochastic process
3
Stochastischer Prozess
3
Yield curve
3
Zinsstruktur
3
Börsenkurs
2
Density forecasting
2
Exchange rate
2
Markov chain
2
Markov-Kette
2
Multivariate generalized hyperbolic distribution
2
Share price
2
Stochastic volatility
2
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
11
Arbeitspapier
10
Working Paper
10
Graue Literatur
9
Non-commercial literature
9
Language
All
English
11
Author
All
Diebold, Francis X.
Kang, Kyu Ho
Paolella, Marc S.
Ravazzolo, Francesco
10
Blazsek, Szabolcs
7
Mitchell, James
7
Taylor, James W.
7
Dijk, Herman K. van
6
Clements, Michael P.
5
Dijk, Dick van
5
Gerlach, Richard
5
Diks, Cees G. H.
4
González-Rivera, Gloria
4
Gupta, Rangan
4
Opschoor, Anne
4
Pierdzioch, Christian
4
Ruiz, Esther
4
Ziel, Florian
4
Ñíguez, Trino-Manuel
4
Aastveit, Knut Are
3
Alexander, Carol
3
Almeida, Caio
3
Ardison, Kym
3
Caporin, Massimiliano
3
Casarin, Roberto
3
Catania, Leopoldo
3
Chu, Chih-Kang
3
Clements, Adam
3
Galvão, Ana Beatriz C.
3
Garcia, René
3
Hoogerheide, Lennart
3
Huber, Florian
3
Hwang, Ruey-Ching
3
Jiang, Cuixia
3
Jin, Xin
3
Jore, Anne Sofie
3
Kiani, Khurshid M.
3
Lazar, Emese
3
Lee, Tae-hwy
3
Maheu, John M.
3
Olmo, Jose
3
more ...
less ...
Published in...
All
Journal of econometrics
2
Journal of forecasting
2
Annals of financial economics
1
Applied financial economics
1
International journal of forecasting
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of international money and finance
1
The European journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
Saved in:
2
Density and risk prediction with non-Gaussian COMFORT models
Paolella, Marc S.
;
Polak, Pawel
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014442390
Saved in:
3
Modeling the time-varying dynamic term structure of interest rates
Choi, Ahjin
;
Kang, Kyu Ho
- In:
Journal of banking & finance
153
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014490339
Saved in:
4
Yield spread selection in predicting recession probabilities
Choi, Jaehyuk
;
Ge, Desheng
;
Kang, Kyu Ho
;
Sohn, Sungbin
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1772-1785
Persistent link: https://www.econbiz.de/10014432757
Saved in:
5
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
6
Can credit spreads help predict a yield curve?
Abdymomunov, Azamat
;
Kang, Kyu Ho
;
Kim, Ki Jeong
- In:
Journal of international money and finance
64
(
2016
),
pp. 39-61
Persistent link: https://www.econbiz.de/10011668377
Saved in:
7
Multivariate asset return prediction with mixture models
Paolella, Marc S.
- In:
The European journal of finance
21
(
2015
)
13/15
,
pp. 1214-1252
Persistent link: https://www.econbiz.de/10011419842
Saved in:
8
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
9
Alright : asymmetric LaRge-scale (I)GARCH with Hetero-Tails
Paolella, Marc S.
;
Polak, Pawel
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 282-297
Persistent link: https://www.econbiz.de/10011573592
Saved in:
10
Modelling and predicting market risk with Laplace-Gaussian mixture distributions
Haas, Markus
;
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Applied financial economics
16
(
2006
)
15
,
pp. 1145-1162
Persistent link: https://www.econbiz.de/10003385575
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->