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subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"Applied economics letters"
~isPartOf:"Computational economics"
~subject:"Bayes-Statistik"
~subject:"Multivariate distribution"
~subject:"Nichtparametrisches Verfahren"
~subject:"Theorie"
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Prognoseverfahren
Bayes-Statistik
Multivariate distribution
Nichtparametrisches Verfahren
Theorie
Statistical distribution
50
Statistische Verteilung
50
Theory
24
Volatility
13
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Blazsek, Szabolcs
2
Nadarajah, Saralees
2
Afuecheta, Emmanuel
1
Akira Toda, Alexis
1
Avdoulas, Christos
1
Bai, Yizhou
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
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Applied economics letters
Computational economics
Insurance / Mathematics & economics
87
International journal of forecasting
58
Journal of econometrics
54
European journal of operational research : EJOR
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Scandinavian actuarial journal
29
Economics letters
27
Finance research letters
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Applied economics
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Quantitative finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The North American journal of economics and finance : a journal of financial economics studies
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16
Discussion paper / Centre for Economic Policy Research
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International review of financial analysis
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Journal of applied econometrics
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Management science : journal of the Institute for Operations Research and the Management Sciences
14
The European journal of finance
14
The journal of operational risk
14
International review of economics & finance : IREF
13
Journal of financial econometrics
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Astin bulletin : the journal of the International Actuarial Association
12
International journal of quality & reliability management
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Journal of forecasting
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Journal of mathematical finance
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ASTIN bulletin : the journal of the International Actuarial Association
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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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
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
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:
6
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:
7
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:
8
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:
9
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:
10
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
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