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subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"Computational economics"
~isPartOf:"Scandinavian actuarial journal"
~subject:"Bayes-Statistik"
~subject:"Nichtparametrisches Verfahren"
~subject:"Theorie"
~subject:"Volatilität"
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Prognoseverfahren
Bayes-Statistik
Nichtparametrisches Verfahren
Theorie
Volatilität
Statistical distribution
68
Statistische Verteilung
68
Theory
46
Risikomaß
18
Risk measure
18
Probability theory
16
Stochastic process
16
Stochastischer Prozess
16
Wahrscheinlichkeitsrechnung
16
Risiko
13
Risk
13
Volatility
11
Estimation theory
10
Schätztheorie
10
Option pricing theory
9
Optionspreistheorie
9
Measurement
8
Messung
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Portfolio selection
8
Portfolio-Management
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Multivariate Verteilung
7
Multivariate distribution
7
Risikomanagement
7
Risikomodell
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Risk management
7
Risk model
7
Capital income
6
Estimation
6
Kapitaleinkommen
6
Multivariate Analyse
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Multivariate analysis
6
Schätzung
6
Simulation
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ARCH model
5
ARCH-Modell
5
Ausreißer
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Article
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English
55
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Alai, Daniel H.
2
Cheng, Fengyang
2
Cheung, Ka Chun
2
Constantinescu, Corina
2
Fabozzi, Frank J.
2
Landsman, Zinoviy
2
Nadarajah, Saralees
2
Teng, Huei-Wen
2
Afuecheta, Emmanuel
1
Ahn, Jae Youn
1
Akira Toda, Alexis
1
Asmussen, Søren
1
Avdoulas, Christos
1
Bai, Yizhou
1
Bataa, Erdenebat
1
Bekiros, Stelios
1
Bianchi, Michele Leonardo
1
Boreiko, D. V.
1
Boutsikasa, M. V.
1
Carr, Peter
1
Chang, Kuang-Liang
1
Cheng, Dongya
1
Chib, Siddhartha
1
Cojocaru, Ionica
1
Corray, Kahadawala
1
D'Amico, Guglielmo
1
Dassios, Angelos
1
De Blasis, Riccardo
1
Denuit, Michel
1
Dhaene, Jan
1
Economidesa, D.-J.
1
Eleftheriadis, Iordanis
1
Fallahgoul, Hasan A.
1
Feng, Lingbing
1
Fu, Junhui
1
Fu, Tong
1
Fuh, Cheng-Der
1
Grün, Bettina
1
Guan, Guohui
1
Hendriks, Harrie
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Computational economics
Scandinavian actuarial journal
Insurance / Mathematics & economics
83
Journal of econometrics
63
International journal of forecasting
57
European journal of operational research : EJOR
36
Quantitative finance
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Finance research letters
29
Economics letters
28
Applied economics
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Economic modelling
21
Journal of banking & finance
21
Operations research
19
The North American journal of economics and finance : a journal of financial economics studies
19
Econometric reviews
18
International review of financial analysis
18
Operations research letters
18
Journal of empirical finance
17
Journal of financial econometrics
17
Discussion paper / Centre for Economic Policy Research
16
International journal of theoretical and applied finance
16
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Working paper / National Bureau of Economic Research, Inc.
16
Discussion papers / CEPR
15
Energy economics
15
International review of economics & finance : IREF
14
Journal of applied econometrics
14
Journal of mathematical finance
14
The European journal of finance
14
The journal of operational risk
14
Astin bulletin : the journal of the International Actuarial Association
13
International journal of quality & reliability management
12
Journal of forecasting
12
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
10
Econometric theory
10
Applied economics letters
9
International journal of financial engineering
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ECONIS (ZBW)
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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
Cyber risk modeling : a discrete multivariate count process approach
Lu, Yang
;
Zhang, Jinggong
;
Zhu, Wenjun
- In:
Scandinavian actuarial journal
2024
(
2024
)
6
,
pp. 625-655
Persistent link: https://www.econbiz.de/10015052473
Saved in:
5
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
Saved in:
6
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:
7
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
Saved in:
8
On the time and aggregate claim amount until the surplus dropsbelow zero or reaches a safety level in a jump diffusion risk model
Boutsikasa, M. V.
;
Economidesa, D.-J.
;
Vaggelatou, E.
- In:
Scandinavian actuarial journal
2024
(
2024
)
1
,
pp. 64-88
Persistent link: https://www.econbiz.de/10014519936
Saved in:
9
On the analysis of a discrete-time risk model with INAR(1) processes
Guan, Guohui
;
Hu, Xiang
- In:
Scandinavian actuarial journal
2022
(
2022
)
2
,
pp. 115-138
Persistent link: https://www.econbiz.de/10012872653
Saved in:
10
Modelling mortality by continuous benefit amount
Richards, Stephen J.
- In:
Scandinavian actuarial journal
2022
(
2022
)
8
,
pp. 695-717
Persistent link: https://www.econbiz.de/10013370733
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