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subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"Computational economics"
~subject:"Nichtparametrisches Verfahren"
~subject:"Simulation"
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Prognoseverfahren
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
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Estimation theory
6
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5
ARCH-Modell
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5
Forecasting model
5
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4
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Börsenkurs
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Importance sampling
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Multivariate Verteilung
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English
12
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Afuecheta, Emmanuel
1
Akira Toda, Alexis
1
Avdoulas, Christos
1
Bekiros, Stelios
1
Boreiko, D. V.
1
Boubaker, Heni
1
Eleftheriadis, Iordanis
1
Fabozzi, Frank J.
1
Fallahgoul, Hasan A.
1
Fuh, Cheng-Der
1
Kakamu, Kazuhiko
1
Kaniovski, Yuri M.
1
Kiani, Khurshid M.
1
Kumar, Sumit
1
Kundu, Arindam
1
Liang, Rubing
1
Loukeris, Nikolaos
1
Müller, Fernanda Maria
1
Nadarajah, Saralees
1
Nzeribe, Geraldine E.
1
Okorie, Idika E.
1
Pflug, Georg
1
Qin, Binbin
1
Righi, Marcelo Brutti
1
Teng, Huei-Wen
1
Tomar, Nutan Kumar
1
Veredas, David
1
Wang, Ren-Her
1
Xia, Qiang
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Computational economics
International journal of forecasting
54
Journal of econometrics
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Applied economics
10
Energy economics
10
Insurance / Mathematics & economics
10
Journal of forecasting
10
Econometric reviews
9
Economics letters
9
Finance research letters
9
Journal of banking & finance
9
Economic modelling
8
Journal of applied econometrics
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
The European journal of finance
8
Applied economics letters
7
European journal of operational research : EJOR
7
Journal of financial econometrics
7
Quantitative finance
7
The North American journal of economics and finance : a journal of financial economics studies
7
Discussion papers / CEPR
6
International review of economics & finance : IREF
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of mathematical finance
6
Research paper series / Swiss Finance Institute
6
Journal of empirical finance
5
Journal of risk
5
Swiss Finance Institute Research Paper
5
The econometrics journal
5
Econometric theory
4
International journal of theoretical and applied finance
4
International review of financial analysis
4
Journal of economic dynamics & control
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Pacific-Basin finance journal
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International journal of production economics
3
International journal of quality & reliability management
3
Journal of financial economics
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ECONIS (ZBW)
12
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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
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:
5
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:
6
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:
7
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
Saved in:
8
Tail-related risk measurement and forecasting in equity markets
Bekiros, Stelios
;
Loukeris, Nikolaos
;
Eleftheriadis, …
- In:
Computational economics
53
(
2019
)
2
,
pp. 783-816
Persistent link: https://www.econbiz.de/10012134868
Saved in:
9
Efficient simulation of value-at-risk under a jump diffusion model : a new method for moderate deviation events
Fuh, Cheng-Der
;
Teng, Huei-Wen
;
Wang, Ren-Her
- In:
Computational economics
51
(
2018
)
4
,
pp. 973-990
Persistent link: https://www.econbiz.de/10011972209
Saved in:
10
Numerical modeling of dependent credit rating transitions with asynchronously moving industries
Boreiko, D. V.
;
Kaniovski, Yuri M.
;
Pflug, Georg
- In:
Computational economics
49
(
2017
)
3
,
pp. 499-516
Persistent link: https://www.econbiz.de/10011762130
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