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subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of forecasting"
~subject:"Nichtparametrisches Verfahren"
~subject:"Volatilität"
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Search: subject_exact:"Wahrscheinlichkeitsverteilung"
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Prognoseverfahren
Nichtparametrisches Verfahren
Volatilität
Statistical distribution
30
Statistische Verteilung
30
Forecasting model
15
Theorie
14
Theory
14
Capital income
13
Kapitaleinkommen
13
Volatility
11
Estimation
10
Schätzung
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Risikomaß
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Risk measure
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ARCH model
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ARCH-Modell
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Portfolio selection
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Portfolio-Management
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Risiko
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Risk
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Time series analysis
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Zeitreihenanalyse
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Börsenkurs
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CAPM
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Estimation theory
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Schätztheorie
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Share price
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Financial crisis
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Finanzkrise
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Forecast
3
Option pricing theory
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Optionspreistheorie
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Probability theory
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Wahrscheinlichkeitsrechnung
3
Welt
3
World
3
Autocorrelation
2
Autokorrelation
2
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2
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21
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English
21
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Angelini, Giovanni
1
Asai, Manabu
1
Bonato, Matteo
1
Caporin, Massimiliano
1
Cepni, Oguzhan
1
Chan, Jennifer So-Kuen
1
Chao, Youcong
1
Chen, Guojin
1
Choi, Jaehyuk
1
De Angelis, Luca
1
Franta, Michal
1
Ge, Desheng
1
Ge̜bka, Bartosz
1
Gupta, Rangan
1
Huang, MeiChi
1
Kang, Kyu Ho
1
Kok Haur Ng
1
Li, Chenxing
1
Liu, Jiapeng
1
Liu, Shih-Min
1
Liu, Xiaoqun
1
Liu, Yanzhen
1
Maheu, John M.
1
McAleer, Michael
1
Mohammadi, Mohammad
1
Paolella, Marc S.
1
Park, Jin‐Hong
1
Pierdzioch, Christian
1
Polak, Pawel
1
Ragell, Rachel
1
Sohn, Sungbin
1
Sriram, T. N.
1
Tang, Xinyi
1
Tao, Qizhi
1
Taylor, James W.
1
Tian, Mengqiao
1
Trucíos, Carlos
1
Trung Hai Le
1
Trypsteen, Steven
1
Tzang, Shyh-Weir
1
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International review of economics & finance : IREF
Journal of forecasting
International journal of forecasting
56
Journal of econometrics
38
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Computational economics
16
Applied economics
15
Finance research letters
15
Quantitative finance
15
Journal of banking & finance
14
Economic modelling
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
The North American journal of economics and finance : a journal of financial economics studies
13
Energy economics
12
Econometric reviews
10
Economics letters
10
International review of financial analysis
10
Journal of financial econometrics
10
Insurance / Mathematics & economics
9
International journal of theoretical and applied finance
9
Journal of empirical finance
9
Journal of international financial markets, institutions & money
9
Applied economics letters
8
Journal of applied econometrics
8
Journal of mathematical finance
8
Discussion papers / CEPR
7
European journal of operational research : EJOR
7
Journal of economic dynamics & control
7
Pacific-Basin finance journal
7
Research paper series / Swiss Finance Institute
7
The journal of futures markets
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Review of quantitative finance and accounting
6
The European journal of finance
6
International journal of financial engineering
5
Swiss Finance Institute Research Paper
5
The econometrics journal
5
Econometric theory
4
Journal of financial economics
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ECONIS (ZBW)
21
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1
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
2
A multivariate GARCH-jump mixture model
Li, Chenxing
;
Maheu, John M.
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 182-207
Persistent link: https://www.econbiz.de/10014443194
Saved in:
3
Empirical prediction intervals for additive Holt-Winters methods under misspecification
Yang, Boning
;
Tang, Xinyi
;
Yau, Chun Yip
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 754-770
Persistent link: https://www.econbiz.de/10014532381
Saved in:
4
Financial distress and jump tail risk : evidence from China's listed companies
Liu, Xiaoqun
;
Zhang, Yuchen
;
Tian, Mengqiao
;
Chao, Youcong
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 316-336
Persistent link: https://www.econbiz.de/10014427889
Saved in:
5
Yield spread selection in predicting recession probabilities
Choi, Jaehyuk
;
Ge, Desheng
;
Kang, Kyu Ho
;
Sohn, Sungbin
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1772-1785
Persistent link: https://www.econbiz.de/10014432757
Saved in:
6
A comparison of methods for forecasting value at risk and expected shortfall of cryptocurrencies
Trucíos, Carlos
;
Taylor, James W.
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 989-1007
Persistent link: https://www.econbiz.de/10014292894
Saved in:
7
Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
Saved in:
8
Systemic risk measures and distribution forecasting of macroeconomic shocks
Chen, Guojin
;
Liu, Yanzhen
;
Zhang, Yu
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 178-196
Persistent link: https://www.econbiz.de/10012692464
Saved in:
9
Stock return distribution and predictability : evidence from over a century of daily data on the DJIA index
Ge̜bka, Bartosz
;
Wohar, Mark E.
- In:
International review of economics & finance : IREF
60
(
2019
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012203668
Saved in:
10
Bayesian return forecasts using realised range and asymmetric CARR model with various distribution assumptions
Chan, Jennifer So-Kuen
;
Kok Haur Ng
;
Ragell, Rachel
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 188-212
Persistent link: https://www.econbiz.de/10012205409
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