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subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"Computational economics"
~isPartOf:"Econometric theory"
~subject:"Bayes-Statistik"
~subject:"Nichtparametrisches Verfahren"
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Prognoseverfahren
Bayes-Statistik
Nichtparametrisches Verfahren
Statistical distribution
51
Statistische Verteilung
51
Theorie
26
Theory
26
Estimation theory
12
Schätztheorie
12
Stochastic process
12
Stochastischer Prozess
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Volatility
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Option pricing theory
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Optionspreistheorie
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Nonparametric statistics
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English
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Afuecheta, Emmanuel
1
Akira Toda, Alexis
1
Avdoulas, Christos
1
Bai, Yizhou
1
Bekiros, Stelios
1
Chib, Siddhartha
1
Cui, Zhenyu
1
Eleftheriadis, Iordanis
1
Florens, Jean-Pierre
1
Gao, Jiti
1
Hong, Yongmiao
1
Huang, Meng
1
Kang, Shuaimin
1
Kiani, Khurshid M.
1
Kirkby, Justin Lars
1
Kumar, Sumit
1
Kundu, Arindam
1
Liang, Rubing
1
Linton, Oliver
1
Liu, Guangying
1
Loukeris, Nikolaos
1
Müller, Fernanda Maria
1
Nadarajah, Saralees
1
Nguyen, Duy
1
Norets, Andriy
1
Nzeribe, Geraldine E.
1
Okorie, Idika E.
1
Pati, Debdeep
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Peng, Bin
1
Qi, Howard
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Qin, Binbin
1
Righi, Marcelo Brutti
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Shin, Minchul
1
Simoni, Anna
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Sun, Yixiao
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Tan, Fei
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Tomar, Nutan Kumar
1
Wang, Min
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Wang, Xia
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Computational economics
Econometric theory
International journal of forecasting
54
Journal of econometrics
27
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Insurance / Mathematics & economics
11
Applied economics
10
Economics letters
10
Journal of banking & finance
10
Journal of forecasting
10
Econometric reviews
9
Journal of applied econometrics
9
Economic modelling
8
Energy economics
8
Finance research letters
8
Journal of financial econometrics
8
Applied economics letters
7
Quantitative finance
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Discussion papers / CEPR
6
International review of economics & finance : IREF
6
Journal of empirical finance
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of mathematical finance
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
6
European journal of operational research : EJOR
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Research paper series / Swiss Finance Institute
5
The econometrics journal
5
Astin bulletin : the journal of the International Actuarial Association
4
International review of financial analysis
4
Journal of economic dynamics & control
4
Journal of risk
4
Pacific-Basin finance journal
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Swiss Finance Institute Research Paper
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International journal of production economics
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Journal of financial economics
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Journal of international financial markets, institutions & money
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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
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:
6
Data-based automatic discretization of nonparametric distributions
Akira Toda, Alexis
- In:
Computational economics
57
(
2021
)
4
,
pp. 1217-1235
Persistent link: https://www.econbiz.de/10012543278
Saved in:
7
Inference on a semiparametric model with global power law and local nonparametric trends
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
- In:
Econometric theory
36
(
2020
)
2
,
pp. 223-249
Persistent link: https://www.econbiz.de/10012193746
Saved in:
8
Nonparametric density estimation by B-spline duality
Cui, Zhenyu
;
Kirkby, Justin Lars
;
Nguyen, Duy
- In:
Econometric theory
36
(
2020
)
2
,
pp. 250-291
Persistent link: https://www.econbiz.de/10012193747
Saved in:
9
Option implied risk-neutral density estimation : a robust and flexible method
Kundu, Arindam
;
Kumar, Sumit
;
Tomar, Nutan Kumar
- In:
Computational economics
54
(
2019
)
2
,
pp. 705-728
Persistent link: https://www.econbiz.de/10012134345
Saved in:
10
Tail-related risk measurement and forecasting in equity markets
Bekiros, Stelios
;
Loukeris, Nikolaos
;
Eleftheriadis, …
- In:
Computational economics
53
(
2019
)
2
,
pp. 783-816
Persistent link: https://www.econbiz.de/10012134868
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