//--> //--> //--> //-->
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:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"Computational economics"
~isPartOf:"Computers & operations research : and their applications to problems of world concern ; an international journal"
~isPartOf:"Journal of banking & finance"
~subject:"Bayes-Statistik"
~subject:"Nichtparametrisches Verfahren"
~subject:"Theorie"
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:"Wahrscheinlichkeitsverteilung"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Bayes-Statistik
Nichtparametrisches Verfahren
Theorie
Statistical distribution
70
Statistische Verteilung
70
Theory
41
Risikomaß
23
Risk measure
23
Portfolio selection
19
Portfolio-Management
19
Volatility
19
Volatilität
19
Stochastic process
16
Stochastischer Prozess
16
Option pricing theory
15
Optionspreistheorie
15
Forecasting model
13
Capital income
12
Kapitaleinkommen
12
Estimation
10
Schätzung
10
ARCH model
9
ARCH-Modell
9
Estimation theory
9
Schätztheorie
9
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Risiko
8
Risikomanagement
8
Risk
8
Risk management
8
Expected shortfall
7
Mathematical programming
7
Mathematische Optimierung
7
Correlation
6
Aktienmarkt
5
Bayesian inference
5
Börsenkurs
5
Korrelation
5
Measurement
5
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
45
Type of publication (narrower categories)
All
Article in journal
45
Aufsatz in Zeitschrift
45
Language
All
English
45
Author
All
Nadarajah, Saralees
2
Shen, Siqian
2
Zhang, Weiguo
2
Afuecheta, Emmanuel
1
Akira Toda, Alexis
1
Alkaff, Abdullah
1
Anand, Abhinav
1
Aretz, Kevin
1
Arisoy, Yakup Eser
1
Avdoulas, Christos
1
Bai, Yizhou
1
Basciftci, Beste
1
Bataa, Erdenebat
1
Bekiros, Stelios
1
Bernard, Carole
1
Biffi, Paola
1
Boreiko, D. V.
1
Chen, Zhihao
1
Cheng, T. C. E.
1
Chib, Siddhartha
1
Choi, Ahjin
1
Conde, Eduardo
1
Dias, Alexandra
1
Eleftheriadis, Iordanis
1
Fabozzi, Frank J.
1
Fallahgoul, Hasan A.
1
Feng, Lingbing
1
Fu, Junhui
1
Fu, Tong
1
Gagnon, Marie-Hélène
1
Golosnoy, Vasyl
1
Gordy, Michael B.
1
Gribisch, Bastian
1
Gómez, Fabio
1
He, Xiaolei
1
Härdle, Wolfgang
1
Kaeck, Andreas
1
Kang, Kyu Ho
1
Kang, Shuaimin
1
Kaniovski, Yuri M.
1
more ...
less ...
Published in...
All
Computational economics
Computers & operations research : and their applications to problems of world concern ; an international journal
Journal of banking & finance
Insurance / Mathematics & economics
83
International journal of forecasting
57
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
Finance research letters
24
Quantitative finance
22
Applied economics
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Economic modelling
19
Operations research
18
Operations research letters
18
Econometric reviews
16
Journal of empirical finance
16
Working paper / National Bureau of Economic Research, Inc.
16
Discussion paper / Centre for Economic Policy Research
15
Discussion papers / CEPR
15
International review of financial analysis
15
Journal of applied econometrics
14
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
Journal of financial econometrics
13
The North American journal of economics and finance : a journal of financial economics studies
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
ASTIN bulletin : the journal of the International Actuarial Association
11
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
Journal of risk
9
more ...
less ...
Source
All
ECONIS (ZBW)
45
Showing
1
-
10
of
45
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
6
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
7
The pricing of skewness over different return horizons
Aretz, Kevin
;
Arisoy, Yakup Eser
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014248256
Saved in:
8
Modified modularity density maximization and density ratio heuristic
Saleh, Zead
;
Pirim, Harun
- In:
Computers & operations research : and their …
150
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013483688
Saved in:
9
Resource distribution under spatiotemporal uncertainty of disease spread : stochastic versus robust approaches
Basciftci, Beste
;
Yu, Xian
;
Shen, Siqian
- In:
Computers & operations research : and their …
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013460787
Saved in:
10
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:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->