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subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"Computational economics"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Bayes-Statistik"
~subject:"Nichtparametrisches Verfahren"
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Search: subject_exact:"Wahrscheinlichkeitsverteilung"
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Prognoseverfahren
Bayes-Statistik
Nichtparametrisches Verfahren
Statistical distribution
81
Statistische Verteilung
81
Theorie
47
Theory
47
Stochastic process
19
Stochastischer Prozess
19
Risikomaß
16
Risk measure
16
Volatility
15
Volatilität
15
Estimation theory
14
Portfolio selection
14
Portfolio-Management
14
Schätztheorie
14
Option pricing theory
13
Optionspreistheorie
13
Mathematical programming
9
Mathematische Optimierung
9
Probability theory
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Wahrscheinlichkeitsrechnung
9
Estimation
8
Finance
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Forecasting model
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Multivariate Verteilung
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Multivariate distribution
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Robust statistics
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Robustes Verfahren
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Schätzung
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Simulation
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Risikomanagement
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Risk management
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15
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Adcock, C. J.
1
Afuecheta, Emmanuel
1
Akira Toda, Alexis
1
Andreeva, Galina
1
Avdoulas, Christos
1
Bai, Yizhou
1
Beasley, John E.
1
Bekiros, Stelios
1
Chib, Siddhartha
1
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1
Cui, Zhenyu
1
Eleftheriadis, Iordanis
1
Jahnke, Hermann
1
Kang, Shuaimin
1
Kiani, Khurshid M.
1
Kirby, J. Lars
1
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1
Kundu, Arindam
1
Langrock, Roland
1
Liang, Rubing
1
Liu, Guangying
1
Loukeris, Nikolaos
1
Meade, Nigel
1
Meng, Xiaochun
1
Müller, Fernanda Maria
1
Nadarajah, Saralees
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Nguyen, Duy
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Nzeribe, Geraldine E.
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Okorie, Idika E.
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Pesch, Robert
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Qi, Howard
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Qin, Binbin
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Righi, Marcelo Brutti
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Senge, Robin
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Shin, Minchul
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Taylor, James W.
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Tomar, Nutan Kumar
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Ulrich, Matthias
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Computational economics
European journal of operational research : EJOR
International journal of forecasting
53
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
Journal of applied econometrics
9
Econometric reviews
8
Economic modelling
8
Energy economics
8
Finance research letters
8
Journal of financial econometrics
8
Applied economics letters
7
Quantitative finance
7
Econometric theory
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
6
The North American journal of economics and finance : a journal of financial economics studies
6
Discussion papers / CEPR
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
Management science : journal of the Institute for Operations Research and the Management Sciences
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Swiss Finance Institute Research Paper
4
International journal of production economics
3
Journal of financial economics
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Journal of international financial markets, institutions & money
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Journal of macroeconomics
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Journal of risk
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Pacific-Basin finance journal
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ECONIS (ZBW)
15
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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
Quantitative portfolio selection : using density forecasting to find consistent portfolios
Meade, Nigel
;
Beasley, John E.
;
Adcock, C. J.
- In:
European journal of operational research : EJOR
288
(
2021
)
3
,
pp. 1053-1067
Persistent link: https://www.econbiz.de/10012387456
Saved in:
7
A data-driven framework for consistent financial valuation and risk measurement
Cui, Zhenyu
;
Kirby, J. Lars
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
289
(
2021
)
1
,
pp. 381-398
Persistent link: https://www.econbiz.de/10012416736
Saved in:
8
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:
9
Distributional regression for demand forecasting in e-grocery
Ulrich, Matthias
;
Jahnke, Hermann
;
Langrock, Roland
; …
- In:
European journal of operational research : EJOR
294
(
2021
)
3
,
pp. 831-842
Persistent link: https://www.econbiz.de/10012591530
Saved in:
10
Estimating Value-at-Risk and Expected Shortfall using the intraday low and range data
Meng, Xiaochun
;
Taylor, James W.
- In:
European journal of operational research : EJOR
280
(
2020
)
1
,
pp. 191-202
Persistent link: https://www.econbiz.de/10012132379
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