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subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"Computational economics"
~subject:"Bayes-Statistik"
~subject:"Kapitaleinkommen"
~subject:"Nichtparametrisches Verfahren"
~subject:"Simulation"
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Search: subject_exact:"Wahrscheinlichkeitsverteilung"
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Prognoseverfahren
Bayes-Statistik
Kapitaleinkommen
Nichtparametrisches Verfahren
Simulation
Statistical distribution
36
Statistische Verteilung
36
Theorie
18
Theory
18
Stochastic process
11
Stochastischer Prozess
11
Volatility
11
Volatilität
11
Option pricing theory
9
Optionspreistheorie
9
Risikomaß
8
Risk measure
8
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Estimation theory
6
Schätztheorie
6
ARCH model
5
ARCH-Modell
5
Estimation
5
Forecasting model
5
Schätzung
5
Aktienmarkt
4
Bayesian inference
4
Capital income
4
Portfolio selection
4
Portfolio-Management
4
Stock market
4
Börsenkurs
3
Correlation
3
Importance sampling
3
Multivariate Verteilung
3
Multivariate distribution
3
Share price
3
State space model
3
Stochastic volatility
3
Time series analysis
3
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Article
18
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18
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English
18
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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
Eleftheriadis, Iordanis
1
Fabozzi, Frank J.
1
Fallahgoul, Hasan A.
1
Fu, Junhui
1
Fuh, Cheng-Der
1
Kakamu, Kazuhiko
1
Kang, Shuaimin
1
Kaniovski, Yuri M.
1
Kiani, Khurshid M.
1
Kumar, Sumit
1
Kundu, Arindam
1
Lee, Kyungsub
1
Liang, Rubing
1
Liu, Guangying
1
Liu, Yufang
1
Loukeris, Nikolaos
1
Müller, Fernanda Maria
1
Nadarajah, Saralees
1
Nzeribe, Geraldine E.
1
Okorie, Idika E.
1
Pflug, Georg
1
Qi, Howard
1
Qin, Binbin
1
Righi, Marcelo Brutti
1
Seo, Byoung Ki
1
Shin, Minchul
1
Tan, Fei
1
Teng, Huei-Wen
1
Tomar, Nutan Kumar
1
Veredas, David
1
Wang, Min
1
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Computational economics
International journal of forecasting
56
Journal of econometrics
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Insurance / Mathematics & economics
21
Applied economics
19
The North American journal of economics and finance : a journal of financial economics studies
19
Finance research letters
17
Journal of financial econometrics
15
Journal of banking & finance
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Economics letters
13
Quantitative finance
13
Econometric reviews
12
Economic modelling
12
Journal of empirical finance
12
Journal of applied econometrics
11
Journal of forecasting
11
Energy economics
10
International review of economics & finance : IREF
10
International review of financial analysis
10
Journal of international financial markets, institutions & money
10
Journal of mathematical finance
10
The European journal of finance
10
Applied economics letters
9
European journal of operational research : EJOR
9
Research in international business and finance
9
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Pacific-Basin finance journal
8
International journal of theoretical and applied finance
7
Journal of economic dynamics & control
7
Research paper series / Swiss Finance Institute
7
Econometric theory
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Swiss Finance Institute Research Paper
6
Astin bulletin : the journal of the International Actuarial Association
5
Discussion papers / CEPR
5
Journal of financial economics
5
Journal of risk
5
The econometrics journal
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ECONIS (ZBW)
18
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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
Multifractal analysis of realized volatilities in Chinese stock market
Liu, Yufang
;
Zhang, Weiguo
;
Fu, Junhui
;
Wu, Xiang
- In:
Computational economics
56
(
2020
)
2
,
pp. 319-336
Persistent link: https://www.econbiz.de/10012272033
Saved in:
10
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
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