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subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"Computational economics"
~isPartOf:"Research paper series / Swiss Finance Institute"
~subject:"Bayes-Statistik"
~subject:"Börsenkurs"
~subject:"Nichtparametrisches Verfahren"
~subject:"Simulation"
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Prognoseverfahren
Bayes-Statistik
Börsenkurs
Nichtparametrisches Verfahren
Simulation
Statistical distribution
45
Statistische Verteilung
45
Theorie
20
Theory
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Volatility
14
Volatilität
14
Stochastic process
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Stochastischer Prozess
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Sornette, Didier
3
Filimonov, Vladimir
2
Afuecheta, Emmanuel
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Akira Toda, Alexis
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Almeida, Caio
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Ardison, Kym
1
Avdoulas, Christos
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1
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1
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1
Demos, Guilherme
1
Eleftheriadis, Iordanis
1
Fabozzi, Frank J.
1
Fallahgoul, Hasan A.
1
Fiévet, Lucas
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Forró, Zalán
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Fuh, Cheng-Der
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Kundu, Arindam
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Liang, Rubing
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Liu, Guangying
1
Loukeris, Nikolaos
1
Müller, Fernanda Maria
1
Nadarajah, Saralees
1
Nzeribe, Geraldine E.
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Computational economics
Research paper series / Swiss Finance Institute
International journal of forecasting
53
Journal of econometrics
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Applied economics
15
Finance research letters
14
The North American journal of economics and finance : a journal of financial economics studies
13
Economic modelling
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Insurance / Mathematics & economics
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Journal of banking & finance
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Energy economics
11
Journal of forecasting
11
Economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Econometric reviews
9
Journal of applied econometrics
9
Journal of financial econometrics
9
Journal of mathematical finance
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European journal of operational research : EJOR
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International review of economics & finance : IREF
8
The European journal of finance
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Applied economics letters
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Discussion papers / CEPR
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Econometric theory
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International journal of theoretical and applied finance
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international financial markets, institutions & money
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Swiss Finance Institute Research Paper
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Management science : journal of the Institute for Operations Research and the Management Sciences
5
Pacific-Basin finance journal
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The econometrics journal
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Astin bulletin : the journal of the International Actuarial Association
4
International journal of quality & reliability management
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International review of financial analysis
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Journal of economic dynamics & control
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Journal of financial economics
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ECONIS (ZBW)
24
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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
A new dynamic mixture copula mechanism to examine the nonlinear and asymmetric tail dependence between stock and exchange rate returns
Chang, Kuang-Liang
- In:
Computational economics
58
(
2021
)
4
,
pp. 965-999
Persistent link: https://www.econbiz.de/10012697775
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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