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subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"Computational economics"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Bayes-Statistik"
~subject:"Nichtparametrisches Verfahren"
~subject:"Simulation"
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Search: subject_exact:"Wahrscheinlichkeitsverteilung"
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Prognoseverfahren
Bayes-Statistik
Nichtparametrisches Verfahren
Simulation
Statistical distribution
54
Statistische Verteilung
54
Theorie
25
Theory
25
Volatility
17
Volatilität
17
Risikomaß
14
Risk measure
14
Stochastic process
13
Stochastischer Prozess
13
Capital income
12
Estimation
12
Kapitaleinkommen
12
Option pricing theory
12
Optionspreistheorie
12
Schätzung
12
Forecasting model
11
ARCH model
9
ARCH-Modell
9
Portfolio selection
8
Portfolio-Management
8
Estimation theory
7
Monte Carlo simulation
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Monte-Carlo-Simulation
7
Schätztheorie
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Risiko
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Risk
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Bayesian inference
5
Börsenkurs
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Multivariate Verteilung
5
Multivariate distribution
5
Share price
5
Time series analysis
5
Zeitreihenanalyse
5
Aktienmarkt
4
Financial crisis
4
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4
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English
21
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Afuecheta, Emmanuel
1
Akira Toda, Alexis
1
Asai, Manabu
1
Avdoulas, Christos
1
Bai, Yizhou
1
Bekiros, Stelios
1
Boreiko, D. V.
1
Boubaker, Heni
1
Caporin, Massimiliano
1
Chan, Jennifer So-Kuen
1
Chen, Guojin
1
Chib, Siddhartha
1
Eleftheriadis, Iordanis
1
Fabozzi, Frank J.
1
Fallahgoul, Hasan A.
1
Fuh, Cheng-Der
1
Ge̜bka, Bartosz
1
Kakamu, Kazuhiko
1
Kang, Shuaimin
1
Kaniovski, Yuri M.
1
Kiani, Khurshid M.
1
Kok Haur Ng
1
Kumar, Sumit
1
Kundu, Arindam
1
Liang, Rubing
1
Liu, Guangying
1
Liu, Jiapeng
1
Liu, Yanzhen
1
Loukeris, Nikolaos
1
McAleer, Michael
1
Müller, Fernanda Maria
1
Nadarajah, Saralees
1
Nzeribe, Geraldine E.
1
Okorie, Idika E.
1
Paolella, Marc S.
1
Pflug, Georg
1
Polak, Pawel
1
Qi, Howard
1
Qin, Binbin
1
Ragell, Rachel
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Computational economics
International review of economics & finance : IREF
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
12
Applied economics
10
Economics letters
10
Journal of banking & finance
10
Journal of forecasting
10
Energy economics
9
Journal of applied econometrics
9
Econometric reviews
8
Economic modelling
8
European journal of operational research : EJOR
8
Finance research letters
8
Journal of financial econometrics
8
Quantitative finance
8
The European journal of finance
8
Applied economics letters
7
Journal of mathematical finance
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
The North American journal of economics and finance : a journal of financial economics studies
7
Econometric theory
6
Journal of empirical finance
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Research paper series / Swiss Finance Institute
6
Discussion papers / CEPR
5
Swiss Finance Institute Research Paper
5
The econometrics journal
5
Astin bulletin : the journal of the International Actuarial Association
4
International journal of quality & reliability management
4
International journal of theoretical and applied finance
4
International review of financial analysis
4
Journal of economic dynamics & control
4
Journal of risk
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International journal of production economics
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ECONIS (ZBW)
21
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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
Systemic risk measures and distribution forecasting of macroeconomic shocks
Chen, Guojin
;
Liu, Yanzhen
;
Zhang, Yu
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 178-196
Persistent link: https://www.econbiz.de/10012692464
Saved in:
7
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:
8
Wavelet estimation performance of fractional integrated processes with heavy-tails
Boubaker, Heni
- In:
Computational economics
55
(
2020
)
2
,
pp. 473-498
Persistent link: https://www.econbiz.de/10012223642
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
Quantile-based inference for tempered stable distributions
Fallahgoul, Hasan A.
;
Veredas, David
;
Fabozzi, Frank J.
- In:
Computational economics
53
(
2019
)
1
,
pp. 51-83
Persistent link: https://www.econbiz.de/10012134536
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