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subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"Computational economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Bayes-Statistik"
~subject:"Nichtparametrisches Verfahren"
~subject:"Simulation"
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Search: subject_exact:"Wahrscheinlichkeitsverteilung"
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Prognoseverfahren
Bayes-Statistik
Nichtparametrisches Verfahren
Simulation
Statistical distribution
63
Statistische Verteilung
63
Theorie
27
Theory
27
Volatility
20
Volatilität
20
Capital income
18
Kapitaleinkommen
18
Option pricing theory
16
Optionspreistheorie
16
Risikomaß
16
Risk measure
16
ARCH model
13
ARCH-Modell
13
Stochastic process
13
Stochastischer Prozess
13
Multivariate Verteilung
12
Multivariate distribution
12
Estimation
11
Portfolio selection
11
Portfolio-Management
11
Schätzung
11
Börsenkurs
10
Share price
10
Forecasting model
9
Estimation theory
8
Schätztheorie
8
Tail dependence
8
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Aktienmarkt
6
Ausreißer
6
Outliers
6
Risiko
6
Risk
6
Stock market
6
Aktienindex
5
Markov chain
5
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22
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22
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22
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English
22
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Afuecheta, Emmanuel
1
Akira Toda, Alexis
1
Avdoulas, Christos
1
Bai, Yizhou
1
Bekiros, Stelios
1
Boreiko, D. V.
1
Boubaker, Heni
1
Chang, Kuang-Liang
1
Chib, Siddhartha
1
Cortés, Lina M.
1
Eleftheriadis, Iordanis
1
Fabozzi, Frank J.
1
Fallahgoul, Hasan A.
1
Freire, Gustavo
1
Fuh, Cheng-Der
1
Guo, Ranran
1
Gupta, Rangan
1
Kakamu, Kazuhiko
1
Kang, Shuaimin
1
Kaniovski, Yuri M.
1
Kiani, Khurshid M.
1
Kumar, Sumit
1
Kundu, Arindam
1
Li, Weiping
1
Liang, Rubing
1
Liu, Guangying
1
Liu, Xing
1
Loukeris, Nikolaos
1
Mo, Guoli
1
Mora-Valencia, Andrés
1
Müller, Fernanda Maria
1
Nadarajah, Saralees
1
Nzeribe, Geraldine E.
1
Okorie, Idika E.
1
Perote, Javier
1
Pflug, Georg
1
Pierdzioch, Christian
1
Qi, Howard
1
Qiao, Gaoxiu
1
Qin, Binbin
1
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Computational economics
The North American journal of economics and finance : a journal of financial economics studies
International journal of forecasting
53
Journal of econometrics
27
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Insurance / Mathematics & economics
12
Applied economics
10
Economics letters
10
Journal of banking & finance
10
Journal of forecasting
10
Energy economics
9
Journal of applied econometrics
9
Econometric reviews
8
Economic modelling
8
European journal of operational research : EJOR
8
Finance research letters
8
Journal of financial econometrics
8
Quantitative finance
8
The European journal of finance
8
Applied economics letters
7
Journal of mathematical finance
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
Econometric theory
6
International review of economics & finance : IREF
6
Journal of empirical finance
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Research paper series / Swiss Finance Institute
6
Discussion papers / CEPR
5
Swiss Finance Institute Research Paper
5
The econometrics journal
5
Astin bulletin : the journal of the International Actuarial Association
4
International journal of quality & reliability management
4
International journal of theoretical and applied finance
4
International review of financial analysis
4
Journal of economic dynamics & control
4
Journal of risk
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International journal of production economics
3
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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
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
Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence
Mo, Guoli
;
Zhang, Weiguo
;
Tan, Chunzhi
;
Liu, Xing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013413442
Saved in:
6
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
7
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:
8
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:
9
Tail risk and investors' concerns : evidence from Brazil
Freire, Gustavo
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013187641
Saved in:
10
A model of dynamic tail dependence between crude oil prices and exchange rates
Guo, Ranran
;
Ye, Wuyi
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013188337
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