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subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"Applied economics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Nichtparametrisches Verfahren"
~subject:"Outliers"
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Search: subject_exact:"Wahrscheinlichkeitsverteilung"
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Prognoseverfahren
Nichtparametrisches Verfahren
Outliers
Statistical distribution
45
Statistische Verteilung
45
Theorie
20
Theory
20
Risikomaß
19
Risk measure
19
Capital income
16
Estimation
16
Kapitaleinkommen
16
Schätzung
16
Forecasting model
14
Ausreißer
12
Multivariate Verteilung
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Multivariate distribution
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Börsenkurs
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Share price
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ARCH model
9
ARCH-Modell
9
Risiko
9
Risk
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Portfolio selection
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Portfolio-Management
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Estimation theory
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Schätztheorie
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tail dependence
7
Risikoprämie
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Risk premium
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Volatility
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Volatilität
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tail risk
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Capital market returns
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Kapitalmarktrendite
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Aktienmarkt
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China
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Risikomanagement
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Risk management
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English
25
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Blazsek, Szabolcs
4
Almeida, Caio
3
Ardison, Kym
3
Garcia, René
3
Vicente, Jose
3
Dobrev, Dobrislav
2
Monteros, Luis Antonio
2
Schaumburg, Ernst
2
Allen, David E.
1
Angelo, Claudio F. de
1
Bali, Turan G.
1
Bastianin, Andrea
1
Bergmann, Daniel Reed
1
Biagetti, Marco
1
Bormann, Carsten
1
Božović, Miloš
1
Camponovo, Lorenzo
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Chirumbolo, Antonio
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Chiu, Yen-Chen
1
Chuang, I-Yuan
1
Contani, Eduardo Augusto do Rosário
1
Dijk, Dick van
1
Ding, Xiaoyi
1
Díaz Hernández, Adán
1
Eckernkemper, Tobias
1
Fall, Malick
1
Feng, Wenjun
1
Guan, Bowen
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Ho, Han-Chiang
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Jacobs, Kris
1
Jiang, Cuixia
1
Jiang, Yuexiang
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Jin, Liwei
1
Kole, Erik
1
Liu, Wei-Han
1
Liu, Yezheng
1
Long, Huaigang
1
Long, Jun
1
Louhichi, Waël
1
Markwat, Thijs
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Applied economics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
International journal of forecasting
54
Journal of econometrics
31
Insurance / Mathematics & economics
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Finance research letters
13
Economics letters
11
Econometric reviews
10
Energy economics
10
Journal of banking & finance
10
Journal of financial econometrics
10
Journal of forecasting
10
The North American journal of economics and finance : a journal of financial economics studies
10
Computational economics
9
Economic modelling
9
Journal of applied econometrics
9
Journal of empirical finance
8
Quantitative finance
8
Applied economics letters
7
Discussion papers / CEPR
7
Journal of risk
7
Research paper series / Swiss Finance Institute
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
International review of economics & finance : IREF
6
International review of financial analysis
6
Journal of international financial markets, institutions & money
6
Journal of mathematical finance
6
Swiss Finance Institute Research Paper
6
The European journal of finance
6
The journal of operational risk
6
European journal of operational research : EJOR
5
Journal of financial economics
5
Pacific-Basin finance journal
5
The econometrics journal
5
Econometric theory
4
Journal of economic dynamics & control
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Research in international business and finance
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Scandinavian actuarial journal
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ECONIS (ZBW)
25
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1
Systematic extreme correlation of Chinese stock market
Long, Jun
;
Yuan, Xianghui
;
Jin, Liwei
;
Zhao, Chencheng
; …
- In:
Applied economics
56
(
2024
)
39
,
pp. 4718-4729
Persistent link: https://www.econbiz.de/10014560394
Saved in:
2
The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri
;
Díaz Hernández, Adán
; …
- In:
Applied economics
55
(
2023
)
37
,
pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
Saved in:
3
Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn
;
Wichitaksorn, Nuttanan
- In:
Applied economics
55
(
2023
)
51
,
pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
Saved in:
4
Forecasting the intra-day effective bid ask spread by combining density forecasts
Fall, Malick
;
Louhichi, Waël
;
Viviani, Jean-Laurent
- In:
Applied economics
53
(
2021
)
50
,
pp. 5772-5792
Persistent link: https://www.econbiz.de/10012627098
Saved in:
5
Unconditional density vs conditional density functions in estimating value-at-risk
Chiu, Yen-Chen
;
Chuang, I-Yuan
- In:
Applied economics
53
(
2021
)
4
,
pp. 482-494
Persistent link: https://www.econbiz.de/10012416070
Saved in:
6
Robust measures of skewness and kurtosis for macroeconomic and financial time series
Bastianin, Andrea
- In:
Applied economics
52
(
2020
)
7
,
pp. 637-670
Persistent link: https://www.econbiz.de/10012197454
Saved in:
7
More insecure and less paid? : the effect of perceived job insecurity on wage distribution
Scicchitano, Sergio
;
Biagetti, Marco
;
Chirumbolo, Antonio
- In:
Applied economics
52
(
2020
)
18
,
pp. 1998-2013
Persistent link: https://www.econbiz.de/10012197635
Saved in:
8
Portfolio selection based on predictive joint return distribution
Jiang, Cuixia
;
Ding, Xiaoyi
;
Xu, Qifa
;
Liu, Yezheng
- In:
Applied economics
51
(
2019
)
2
,
pp. 196-206
Persistent link: https://www.econbiz.de/10012160468
Saved in:
9
An empirical re-examination of extreme tail behavior : testing the assumptions of the power laws and the generalized Pareto distribution on the financial series
Liu, Wei-Han
- In:
Applied economics
51
(
2019
)
30
,
pp. 3310-3324
Persistent link: https://www.econbiz.de/10012196832
Saved in:
10
Beware of the crash risk : tail beta and the cross-section of stock returns in China
Long, Huaigang
;
Zaremba, Adam
;
Jiang, Yuexiang
- In:
Applied economics
51
(
2019
)
44
,
pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122
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