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subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"ASTIN bulletin : the journal of the International Actuarial Association"
~isPartOf:"Computational economics"
~subject:"Bayes-Statistik"
~subject:"Nichtparametrisches Verfahren"
~subject:"Theorie"
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Search: subject_exact:"Wahrscheinlichkeitsverteilung"
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Prognoseverfahren
Bayes-Statistik
Nichtparametrisches Verfahren
Theorie
Statistical distribution
51
Statistische Verteilung
51
Theory
29
Risikomaß
12
Risk measure
12
Stochastic process
11
Stochastischer Prozess
11
Volatility
11
Volatilität
11
Estimation theory
10
Schätztheorie
10
Option pricing theory
9
Optionspreistheorie
9
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Estimation
6
Portfolio selection
6
Portfolio-Management
6
Schätzung
6
ARCH model
5
ARCH-Modell
5
Forecasting model
5
Multivariate Verteilung
5
Multivariate distribution
5
Risiko
5
Risk
5
Simulation
5
Aktienmarkt
4
Ausreißer
4
Bayesian inference
4
Capital income
4
Kapitaleinkommen
4
Measurement
4
Messung
4
Multivariate Analyse
4
Multivariate analysis
4
Outliers
4
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31
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31
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31
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English
31
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Hofert, Marius
2
Müller, Fernanda Maria
2
Nadarajah, Saralees
2
Righi, Marcelo Brutti
2
Robert, Christian Yann
2
Afuecheta, Emmanuel
1
Akira Toda, Alexis
1
Albrecher, Hansjörg
1
Araujo Acuna, José Carlos
1
Avdoulas, Christos
1
Bai, Yizhou
1
Bataa, Erdenebat
1
Beirlant, Jan
1
Bekiros, Stelios
1
Boreiko, D. V.
1
Chib, Siddhartha
1
Denuit, Michel
1
Eleftheriadis, Iordanis
1
Fabozzi, Frank J.
1
Fallahgoul, Hasan A.
1
Feng, Lingbing
1
Fu, Junhui
1
Fu, Tong
1
Herrmann, Klaus
1
Hu, Xiang
1
Härdle, Wolfgang
1
Kang, Shuaimin
1
Kaniovski, Yuri M.
1
Kato, Shogo
1
Kiani, Khurshid M.
1
Koike, Takaaki
1
Kumar, Sumit
1
Kundu, Arindam
1
Lee, Kyungsub
1
Liang, Rubing
1
Lianzeng, Zhang
1
Liu, Guangying
1
Liu, Haiyan
1
Liu, Jiajun
1
Liu, Yufang
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ASTIN bulletin : the journal of the International Actuarial Association
Computational economics
Insurance / Mathematics & economics
83
International journal of forecasting
56
Journal of econometrics
54
European journal of operational research : EJOR
34
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Scandinavian actuarial journal
28
Economics letters
27
Applied economics
21
Quantitative finance
21
Economic modelling
19
Finance research letters
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
Operations research
18
Operations research letters
18
Journal of banking & finance
17
Working paper / National Bureau of Economic Research, Inc.
16
Discussion paper / Centre for Economic Policy Research
15
Econometric reviews
15
International review of financial analysis
15
Journal of empirical finance
15
Discussion papers / CEPR
14
The European journal of finance
14
Journal of applied econometrics
13
Journal of financial econometrics
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
The North American journal of economics and finance : a journal of financial economics studies
13
The journal of operational risk
13
Astin bulletin : the journal of the International Actuarial Association
12
International journal of quality & reliability management
12
Journal of forecasting
12
Journal of mathematical finance
12
International review of economics & finance : IREF
11
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
10
Econometric theory
10
Energy economics
10
International journal of theoretical and applied finance
10
Applied economics letters
9
Computers & operations research : and their applications to problems of world concern ; an international journal
8
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
Importance sampling for calculating the Value-at-Risk and expected shortfall of the quadratic portfolio with t-distributed risk factors
Teng, Huei-Wen
- In:
Computational economics
62
(
2023
)
3
,
pp. 1125-1154
Persistent link: https://www.econbiz.de/10014382887
Saved in:
5
Range-based risk measures and their applications
Righi, Marcelo Brutti
;
Müller, Fernanda Maria
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
3
,
pp. 636-657
Persistent link: https://www.econbiz.de/10014342970
Saved in:
6
Distributionally robust reinsurance with expectile
Xie, Xinqiao
;
Liu, Haiyan
;
Mao, Tiantian
;
Zhu, Xiao Bai
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
1
,
pp. 129-148
Persistent link: https://www.econbiz.de/10014247651
Saved in:
7
DSGE-SVt : an econometric toolkit for high-dimensional DSGE models with SV and T errors
Chib, Siddhartha
;
Shin, Minchul
;
Tan, Fei
- In:
Computational economics
61
(
2023
)
1
,
pp. 69-111
Persistent link: https://www.econbiz.de/10014228405
Saved in:
8
Finite-state Markov chains with flexible distributions
Lkhagvasuren, Damba
;
Bataa, Erdenebat
- In:
Computational economics
61
(
2023
)
2
,
pp. 611-644
Persistent link: https://www.econbiz.de/10014228455
Saved in:
9
Tail index partition-based rules extraction with application to tornado damage insurance
Maillart, Arthur
;
Robert, Christian Yann
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
2
,
pp. 258-284
Persistent link: https://www.econbiz.de/10014320226
Saved in:
10
Measuring non-exchangeable tail dependence using tail copulas
Koike, Takaaki
;
Kato, Shogo
;
Hofert, Marius
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
2
,
pp. 466-487
Persistent link: https://www.econbiz.de/10014320337
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