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subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"Computational economics"
~isPartOf:"Scandinavian actuarial journal"
~subject:"Bayes-Statistik"
~subject:"Nichtparametrisches Verfahren"
~subject:"Theorie"
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Prognoseverfahren
Bayes-Statistik
Nichtparametrisches Verfahren
Theorie
Statistical distribution
67
Statistische Verteilung
67
Theory
45
Risikomaß
18
Risk measure
18
Probability theory
15
Stochastic process
15
Stochastischer Prozess
15
Wahrscheinlichkeitsrechnung
15
Risiko
13
Risk
13
Volatility
11
Volatilität
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
8
Multivariate Verteilung
7
Multivariate distribution
7
Risikomodell
7
Risk model
7
Capital income
6
Estimation
6
Kapitaleinkommen
6
Multivariate Analyse
6
Multivariate analysis
6
Risikomanagement
6
Risk management
6
Schätzung
6
Simulation
6
ARCH model
5
ARCH-Modell
5
Ausreißer
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48
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48
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48
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English
48
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Alai, Daniel H.
2
Cheng, Fengyang
2
Cheung, Ka Chun
2
Constantinescu, Corina
2
Landsman, Zinoviy
2
Nadarajah, Saralees
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
Boreiko, D. V.
1
Boutsikasa, M. V.
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
Fabozzi, Frank J.
1
Fallahgoul, Hasan A.
1
Feng, Lingbing
1
Fu, Junhui
1
Fu, Tong
1
Grün, Bettina
1
Guan, Guohui
1
Hendriks, Harrie
1
Herrmann, Klaus J.
1
Hobæk Haff, Ingrid
1
Hofert, Marius
1
Hou, Yanxi
1
Hu, Xiang
1
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Computational economics
Scandinavian actuarial journal
Insurance / Mathematics & economics
83
International journal of forecasting
56
Journal of econometrics
54
European journal of operational research : EJOR
34
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Economics letters
27
Applied economics
21
Quantitative finance
21
Economic modelling
19
Finance research letters
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
Operations research
18
Operations research letters
18
Journal of banking & finance
17
Working paper / National Bureau of Economic Research, Inc.
16
Discussion paper / Centre for Economic Policy Research
15
Econometric reviews
15
International review of financial analysis
15
Journal of empirical finance
15
Discussion papers / CEPR
14
The European journal of finance
14
Journal of applied econometrics
13
Journal of financial econometrics
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
The North American journal of economics and finance : a journal of financial economics studies
13
The journal of operational risk
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
12
ASTIN bulletin : the journal of the International Actuarial Association
11
International review of economics & finance : IREF
11
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
10
Econometric theory
10
Energy economics
10
International journal of theoretical and applied finance
10
Applied economics letters
9
Computers & operations research : and their applications to problems of world concern ; an international journal
8
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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
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
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
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