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subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"Computational economics"
~isPartOf:"Journal of forecasting"
~subject:"Nichtparametrisches Verfahren"
~subject:"Volatilität"
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Search: subject_exact:"Wahrscheinlichkeitsverteilung"
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Prognoseverfahren
Nichtparametrisches Verfahren
Volatilität
Statistical distribution
48
Statistische Verteilung
48
Theorie
25
Theory
25
Volatility
16
Forecasting model
14
Risikomaß
11
Risk measure
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Stochastic process
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Stochastischer Prozess
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Capital income
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Bayesian inference
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27
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Afuecheta, Emmanuel
1
Akira Toda, Alexis
1
Angelini, Giovanni
1
Avdoulas, Christos
1
Bekiros, Stelios
1
Bianchi, Michele Leonardo
1
Bonato, Matteo
1
Carr, Peter
1
Cepni, Oguzhan
1
Chang, Kuang-Liang
1
Chib, Siddhartha
1
Choi, Jaehyuk
1
De Angelis, Luca
1
Eleftheriadis, Iordanis
1
Fabozzi, Frank J.
1
Franta, Michal
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Fu, Junhui
1
Fuh, Cheng-Der
1
Ge, Desheng
1
Gupta, Rangan
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Itkin, Andrey
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Kang, Kyu Ho
1
Khorunzhina, Natalia
1
Kiani, Khurshid M.
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Kumar, Sumit
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Kundu, Arindam
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Lee, Kyungsub
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Li, Chenxing
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Liang, Rubing
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Liu, Yufang
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Loukeris, Nikolaos
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Maheu, John M.
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Mohammadi, Mohammad
1
Müller, Fernanda Maria
1
Nadarajah, Saralees
1
Nzeribe, Geraldine E.
1
Okorie, Idika E.
1
Park, Jin‐Hong
1
Pierdzioch, Christian
1
Qin, Binbin
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Computational economics
Journal of forecasting
International journal of forecasting
56
Journal of econometrics
38
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Applied economics
15
Finance research letters
15
Quantitative finance
15
Journal of banking & finance
14
Economic modelling
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
The North American journal of economics and finance : a journal of financial economics studies
13
Energy economics
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Econometric reviews
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Economics letters
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International review of economics & finance : IREF
10
International review of financial analysis
10
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10
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9
International journal of theoretical and applied finance
9
Journal of empirical finance
9
Journal of international financial markets, institutions & money
9
Applied economics letters
8
Journal of applied econometrics
8
Journal of mathematical finance
8
Discussion papers / CEPR
7
European journal of operational research : EJOR
7
Journal of economic dynamics & control
7
Pacific-Basin finance journal
7
Research paper series / Swiss Finance Institute
7
The journal of futures markets
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Management science : journal of the Institute for Operations Research and the Management Sciences
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Review of quantitative finance and accounting
6
The European journal of finance
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International journal of financial engineering
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Swiss Finance Institute Research Paper
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The econometrics journal
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ECONIS (ZBW)
27
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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 VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
5
A multivariate GARCH-jump mixture model
Li, Chenxing
;
Maheu, John M.
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 182-207
Persistent link: https://www.econbiz.de/10014443194
Saved in:
6
Empirical prediction intervals for additive Holt-Winters methods under misspecification
Yang, Boning
;
Tang, Xinyi
;
Yau, Chun Yip
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 754-770
Persistent link: https://www.econbiz.de/10014532381
Saved in:
7
Yield spread selection in predicting recession probabilities
Choi, Jaehyuk
;
Ge, Desheng
;
Kang, Kyu Ho
;
Sohn, Sungbin
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1772-1785
Persistent link: https://www.econbiz.de/10014432757
Saved in:
8
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:
9
A comparison of methods for forecasting value at risk and expected shortfall of cryptocurrencies
Trucíos, Carlos
;
Taylor, James W.
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 989-1007
Persistent link: https://www.econbiz.de/10014292894
Saved in:
10
Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
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