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subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"Computational economics"
~isPartOf:"Insurance / Mathematics & 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
144
Statistische Verteilung
144
Theory
94
Risikomaß
64
Risk measure
64
Portfolio selection
35
Portfolio-Management
35
Estimation theory
32
Risk
32
Schätztheorie
32
Risiko
31
Risikomanagement
30
Risk management
30
Measurement
28
Messung
28
Probability theory
26
Wahrscheinlichkeitsrechnung
26
Multivariate Verteilung
20
Ausreißer
19
Outliers
19
Stochastic process
18
Stochastischer Prozess
18
Multivariate Analyse
16
Multivariate analysis
16
Capital income
14
Kapitaleinkommen
14
Option pricing theory
12
Optionspreistheorie
12
Estimation
11
Volatility
11
Volatilität
11
Schätzung
10
Forecasting model
9
Credit risk
8
Kreditrisiko
8
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
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Article
108
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108
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108
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English
108
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Landsman, Zinoviy
7
Furman, Edward
6
Su, Jianxi
6
Shushi, Tomer
4
Cossette, Hélène
3
Ignatieva, Ekaterina
3
Makov, Udi
3
Mtalai, Itre
3
Taylor, Greg
3
Yuan, Zhongyi
3
Avanzi, Benjamin
2
Beirlant, Jan
2
Chen, Yiqing
2
Dickson, David C. M.
2
Gómez-Déniz, Emilio
2
Hua, Lei
2
Kuznetsov, Alexey
2
Ling, Chengxiu
2
Mao, Tiantian
2
Marceau, Etienne
2
Miljkovic, Tatjana
2
Nadarajah, Saralees
2
Sordo, Miguel A.
2
Tan, Ken Seng
2
Vernic, Raluca
2
Wang, Xing
2
Wong, Bernard
2
Woo, Jae-Kyung
2
Yang, Jingping
2
Yao, Jing
2
Abdallah, Anas
1
Afuecheta, Emmanuel
1
Akira Toda, Alexis
1
Al-Mudafer, Muhammed Taher
1
Alai, Daniel H.
1
Alemany, Ramon
1
Antonio, Katrien
1
Apaydin, Aysen
1
Avdoulas, Christos
1
Bagnato, Luca
1
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Computational economics
Insurance / Mathematics & economics
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
26
Applied economics
25
Quantitative finance
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Economic modelling
20
Operations research
18
Operations research letters
18
Journal of banking & finance
17
The North American journal of economics and finance : a journal of financial economics studies
17
Discussion papers / CEPR
16
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
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
International review of economics & finance : IREF
13
Journal of financial econometrics
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
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
11
International journal of theoretical and applied finance
11
Econometric theory
10
Energy economics
10
Journal of risk
10
Applied economics letters
9
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ECONIS (ZBW)
108
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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
Bivariate distribution regression with application to insurance data
Wang, Yunyun
;
Oka, Tatsushi
;
Zhu, Dan
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 215-232
Persistent link: https://www.econbiz.de/10014466213
Saved in:
6
A note on portfolios of averages of lognormal variables
Boyle, Phelim P.
;
Jiang, Ruihong
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 97-109
Persistent link: https://www.econbiz.de/10014446731
Saved in:
7
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:
8
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:
9
Assessing the difference between integrated quantiles and integrated cumulative distribution functions
Wei, Yunran
;
Zitikis, Ric̆ardas
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 163-172
Persistent link: https://www.econbiz.de/10014317143
Saved in:
10
Empirical tail risk management with model-based annealing random search
Fan, Qi
;
Tan, Ken Seng
;
Zhang, Jinggong
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 106-124
Persistent link: https://www.econbiz.de/10014282478
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