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subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"Computational economics"
~isPartOf:"Operations research"
~subject:"Bayes-Statistik"
~subject:"Multivariate distribution"
~subject:"Nichtparametrisches Verfahren"
~subject:"Theorie"
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Search: subject_exact:"Wahrscheinlichkeitsverteilung"
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Prognoseverfahren
Bayes-Statistik
Multivariate distribution
Nichtparametrisches Verfahren
Theorie
Statistical distribution
57
Statistische Verteilung
57
Theory
35
Stochastic process
15
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15
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distributionally robust optimization
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Natarajan, Karthik
4
Lam, Henry
2
Nadarajah, Saralees
2
Afuecheta, Emmanuel
1
Akira Toda, Alexis
1
Allouah, Amine
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Computational economics
Operations research
Insurance / Mathematics & economics
87
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
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Operations research letters
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Journal of banking & finance
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The North American journal of economics and finance : a journal of financial economics studies
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Discussion papers / CEPR
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Econometric reviews
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Working paper / National Bureau of Economic Research, Inc.
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Discussion paper / Centre for Economic Policy Research
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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
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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
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Econometric theory
10
Energy economics
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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
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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
Finite-sample guarantees for Wasserstein distributionally robust optimization : breaking the curse of dimensionality
Gao, Rui
- In:
Operations research
71
(
2023
)
6
,
pp. 2291-2306
Persistent link: https://www.econbiz.de/10014445041
Saved in:
5
On finite adaptability in two-stage distributionally robust optimization
Han, Eojin
;
Bandi, Chaithanya
;
Nohadani, Omid
- In:
Operations research
71
(
2023
)
6
,
pp. 2307-2327
Persistent link: https://www.econbiz.de/10014445042
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6
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
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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
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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
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9
Distributionally robust losses for latent covariate mixtures
Duchi, John C.
;
Hashimoto, Tatsunori
;
Namkoong, Hongseok
- In:
Operations research
71
(
2023
)
2
,
pp. 649-664
Persistent link: https://www.econbiz.de/10014308625
Saved in:
10
Pricing with samples
Allouah, Amine
;
Bahamou, Achraf
;
Besbes, Omar
- In:
Operations research
70
(
2022
)
2
,
pp. 1088-1104
Persistent link: https://www.econbiz.de/10013365842
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