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subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"Applied economics letters"
~isPartOf:"Computational economics"
~isPartOf:"International review of economics & finance : IREF"
~subject:"ARCH-Modell"
~subject:"Bayes-Statistik"
~subject:"Nichtparametrisches Verfahren"
~subject:"Simulation"
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Prognoseverfahren
ARCH-Modell
Bayes-Statistik
Nichtparametrisches Verfahren
Simulation
Statistical distribution
68
Statistische Verteilung
68
Theorie
31
Theory
31
Volatility
19
Volatilität
19
Forecasting model
17
Estimation
15
Risikomaß
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Risk measure
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Schätzung
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Capital income
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Kapitaleinkommen
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Option pricing theory
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Optionspreistheorie
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ARCH model
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Estimation theory
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Schätztheorie
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Portfolio selection
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Risk
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Monte-Carlo-Simulation
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Time series analysis
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Zeitreihenanalyse
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Aktienmarkt
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Bayesian inference
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Börsenkurs
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Financial crisis
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Finanzkrise
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Multivariate Verteilung
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English
34
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Blazsek, Szabolcs
2
Fabozzi, Frank J.
2
Afuecheta, Emmanuel
1
Akira Toda, Alexis
1
Asai, Manabu
1
Avdoulas, Christos
1
Bai, Yizhou
1
Bekiros, Stelios
1
Bianchi, Michele Leonardo
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1
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1
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1
Chib, Siddhartha
1
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1
Claveria, Oscar
1
Dempsey, Michael
1
Eleftheriadis, Iordanis
1
Fallahgoul, Hasan A.
1
Foltas, Alexander
1
Fuh, Cheng-Der
1
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He, Yaoyao
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Kok Haur Ng
1
Kumar, Sumit
1
Kundu, Arindam
1
Liang, Rubing
1
Licht, Adrian
1
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Applied economics letters
Computational economics
International review of economics & finance : IREF
International journal of forecasting
54
Journal of econometrics
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
Applied economics
14
Finance research letters
14
Insurance / Mathematics & economics
14
Economic modelling
13
Economics letters
13
Energy economics
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
The North American journal of economics and finance : a journal of financial economics studies
13
Journal of banking & finance
12
Econometric reviews
11
Journal of financial econometrics
11
Journal of forecasting
11
The European journal of finance
11
Journal of applied econometrics
9
Journal of empirical finance
9
European journal of operational research : EJOR
8
Journal of mathematical finance
8
Quantitative finance
8
Econometric theory
6
International review of financial analysis
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of international financial markets, institutions & money
6
Research paper series / Swiss Finance Institute
6
Discussion papers / CEPR
5
Journal of economic dynamics & control
5
Journal of risk
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Pacific-Basin finance journal
5
Swiss Finance Institute Research Paper
5
The econometrics journal
5
Astin bulletin : the journal of the International Actuarial Association
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
International journal of quality & reliability management
4
International journal of theoretical and applied finance
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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
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:
5
Firms' subjective uncertainty and forecast errors : survey evidence from Japan
Morikawa, Masayuki
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 33-36
Persistent link: https://www.econbiz.de/10013552960
Saved in:
6
Prediction accuracy of volatility using the score-driven Meixner distribution : an application to the Dow Jones
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics letters
29
(
2022
)
2
,
pp. 111-117
Persistent link: https://www.econbiz.de/10012803390
Saved in:
7
On the efficiency of German growth forecasts : an empirical analysis using quantile random forests and density forecasts
Foltas, Alexander
;
Pierdzioch, Christian
- In:
Applied economics letters
29
(
2022
)
17
,
pp. 1644-1653
Persistent link: https://www.econbiz.de/10013412249
Saved in:
8
Bayesian Estimation of the Skew Ornstein-Uhlenbeck Process
Bai, Yizhou
;
Wang, Yongjin
;
Zhang, Haoyan
;
Zhuo, Xiaoyang
- In:
Computational economics
60
(
2022
)
2
,
pp. 479-527
Persistent link: https://www.econbiz.de/10013380789
Saved in:
9
Systemic risk measures and distribution forecasting of macroeconomic shocks
Chen, Guojin
;
Liu, Yanzhen
;
Zhang, Yu
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 178-196
Persistent link: https://www.econbiz.de/10012692464
Saved in:
10
A new dynamic mixture copula mechanism to examine the nonlinear and asymmetric tail dependence between stock and exchange rate returns
Chang, Kuang-Liang
- In:
Computational economics
58
(
2021
)
4
,
pp. 965-999
Persistent link: https://www.econbiz.de/10012697775
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