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subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"Computational economics"
~isPartOf:"International journal of forecasting"
~subject:"Bayes-Statistik"
~subject:"Nichtparametrisches Verfahren"
~subject:"Option pricing theory"
~subject:"Optionspreistheorie"
~subject:"Simulation"
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Search: subject_exact:"Wahrscheinlichkeitsverteilung"
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Prognoseverfahren
Bayes-Statistik
Nichtparametrisches Verfahren
Option pricing theory
Optionspreistheorie
Simulation
Statistical distribution
94
Statistische Verteilung
94
Forecasting model
58
Theorie
58
Theory
58
Risikomaß
25
Risk measure
25
Volatility
22
Volatilität
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Estimation
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Schätzung
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Zeitreihenanalyse
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Stochastic process
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Stochastischer Prozess
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Estimation theory
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Schätztheorie
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ARCH model
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ARCH-Modell
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Capital income
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Kapitaleinkommen
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Bayesian inference
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Forecast
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Portfolio selection
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Portfolio-Management
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Prognose
9
Inflation
8
Probability theory
8
Risikomanagement
8
Risk management
8
Wahrscheinlichkeitsrechnung
8
Forecasting
7
Multivariate Verteilung
7
Multivariate distribution
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English
75
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Alexander, Carol
2
Fabozzi, Frank J.
2
Galvão, Ana Beatriz C.
2
Garratt, Anthony
2
González-Rivera, Gloria
2
Naveau, Philippe
2
Ravazzolo, Francesco
2
Ruiz, Esther
2
Sun, Yingying
2
Taillardat, Maxime
2
Taleb, Nassim Nicholas
2
Taylor, James W.
2
Adams, Patrick A.
1
Adrian, Tobias
1
Afuecheta, Emmanuel
1
Akira Toda, Alexis
1
Anatolyev, Stanislav
1
Assimakopoulos, V.
1
Avdoulas, Christos
1
Bagnato, Luca
1
Bai, Yizhou
1
Bar-Yam, Yaneer
1
Baran, Sándor
1
Barth, Andrea
1
Baruník, Jozef
1
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1
Bianchi, Michele Leonardo
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Chen, Zhi
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Chiu, Ching Wai Jeremy
1
Chu, Chih-Kang
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Computational economics
International journal of forecasting
Journal of econometrics
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Quantitative finance
18
Insurance / Mathematics & economics
15
International journal of theoretical and applied finance
14
Journal of banking & finance
14
The North American journal of economics and finance : a journal of financial economics studies
13
Applied economics
12
Economics letters
12
Finance research letters
12
European journal of operational research : EJOR
11
Journal of mathematical finance
11
Journal of forecasting
10
Econometric reviews
9
Economic modelling
9
Energy economics
9
International review of economics & finance : IREF
9
Journal of applied econometrics
9
Journal of economic dynamics & control
8
Journal of financial econometrics
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
The European journal of finance
8
Applied economics letters
7
Applied mathematical finance
7
Journal of empirical finance
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Research paper series / Swiss Finance Institute
7
Review of derivatives research
7
Econometric theory
6
Journal of risk
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Astin bulletin : the journal of the International Actuarial Association
5
Discussion papers / CEPR
5
International journal of financial engineering
5
International review of financial analysis
5
Review of quantitative finance and accounting
5
Swiss Finance Institute Research Paper
5
The econometrics journal
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ECONIS (ZBW)
75
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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
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
5
Empirically-transformed linear opinion pools
Garratt, Anthony
;
Henckel, Timo
;
Vahey, Shaun P.
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 736-753
Persistent link: https://www.econbiz.de/10014465143
Saved in:
6
False dichotomy alert : improving subjective-probability estimates vs. raising awareness of systemic risk
Tetlock, Philip E.
;
Lu, Yunzi
;
Mellers, Barbara A.
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 1021-1025
Persistent link: https://www.econbiz.de/10014465214
Saved in:
7
Static and dynamic models for multivariate distribution forecasts : proper scoring rule tests of factor-quantile versus multivariate GARCH models
Alexander, Carol
;
Han, Yang
;
Meng, Xiaochun
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1078-1096
Persistent link: https://www.econbiz.de/10014465245
Saved in:
8
Bayesian forecast combination using time-varying features
Li, Li
;
Kang, Yanfei
;
Li, Feng
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1287-1302
Persistent link: https://www.econbiz.de/10014465281
Saved in:
9
Evaluating probabilistic forecasts of extremes using continuous ranked probability score distributions
Taillardat, Maxime
;
Fougères, Anne-Laure
;
Naveau, Philippe
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1448-1459
Persistent link: https://www.econbiz.de/10014465293
Saved in:
10
Distributional regression and its evaluation with the CRPS : bounds and convergence of the minimax risk
Pic, Romain
;
Dombry, Clément
;
Naveau, Philippe
; …
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1564-1572
Persistent link: https://www.econbiz.de/10014465329
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