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subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Nichtparametrisches Verfahren"
~subject:"Risk neutral skewness"
~type:"article"
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Prognoseverfahren
Nichtparametrisches Verfahren
Risk neutral skewness
Statistical distribution
18
Statistische Verteilung
18
Capital income
8
Kapitaleinkommen
8
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Asai, Manabu
1
Caporin, Massimiliano
1
Chan, Jennifer So-Kuen
1
Chen, Guojin
1
Ge̜bka, Bartosz
1
Jiang, Zhengyun
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Kok Haur Ng
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McAleer, Michael
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1
Wei, Yu
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1
Yen, Yu-min
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International review of economics & finance : IREF
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
Journal of forecasting
10
Econometric reviews
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Economics letters
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Finance research letters
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Applied economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Quantitative finance
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The European journal of finance
6
The North American journal of economics and finance : a journal of financial economics studies
6
Journal of empirical finance
5
Journal of mathematical finance
5
The econometrics journal
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Econometric theory
4
European journal of operational research : EJOR
4
International review of financial analysis
4
Journal of economic dynamics & control
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Journal of risk
4
Management science : journal of the Institute for Operations Research and the Management Sciences
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Pacific-Basin finance journal
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International journal of production economics
3
Journal of financial economics
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Journal of international financial markets, institutions & money
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Astin bulletin : the journal of the International Actuarial Association
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Handbook of economic forecasting ; Volume 2B
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International journal of finance & economics : IJFE
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1
Trading activity, risk aversion, and risk neutral skewness : evidence from SSE 50ETF option
Jiang, Zhengyun
;
Zhou, Xin
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 378-399
Persistent link: https://www.econbiz.de/10014492161
Saved in:
2
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:
3
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:
4
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
Saved in:
5
Forward-looking information on growth and uncertainty implied by derivative securities : evidence from an emerging market
Yen, Yu-min
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 240-266
Persistent link: https://www.econbiz.de/10012205548
Saved in:
6
Modeling and forecasting multifractal volatility established upon the heterogeneous market hypothesis
Tao, Qizhi
;
Wei, Yu
;
Liu, Jiapeng
;
Zhang, Ting
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 143-153
Persistent link: https://www.econbiz.de/10012033354
Saved in:
7
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
8
Alright : asymmetric LaRge-scale (I)GARCH with Hetero-Tails
Paolella, Marc S.
;
Polak, Pawel
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 282-297
Persistent link: https://www.econbiz.de/10011573592
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