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subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~isPartOf:"Quantitative finance"
~subject:"Capital income"
~subject:"Nichtparametrisches Verfahren"
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Search: subject_exact:"Wahrscheinlichkeitsverteilung"
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Prognoseverfahren
Capital income
Nichtparametrisches Verfahren
Statistical distribution
122
Statistische Verteilung
122
Theorie
57
Theory
57
Estimation theory
39
Schätztheorie
39
Volatility
32
Volatilität
32
Estimation
26
Schätzung
26
Stochastic process
26
Stochastischer Prozess
26
Option pricing theory
22
Optionspreistheorie
22
Risikomaß
22
Risk measure
22
Time series analysis
21
Zeitreihenanalyse
21
Forecasting model
18
Kapitaleinkommen
17
Portfolio selection
17
Portfolio-Management
17
Statistical test
16
Statistischer Test
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ARCH model
13
ARCH-Modell
13
Nonparametric statistics
13
Bayes-Statistik
12
Bayesian inference
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Regression analysis
11
Regressionsanalyse
11
Ausreißer
10
Börsenkurs
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Markov chain
10
Markov-Kette
10
Outliers
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Article
42
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42
Aufsatz in Zeitschrift
42
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English
42
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Dijk, Herman K. van
2
Jin, Xin
2
Linton, Oliver
2
Maheu, John M.
2
Oh, Dong Hwan
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Polak, Pawel
2
Wied, Dominik
2
Ai, Chunrong
1
Bae, Kwangil
1
Beare, Brendan K.
1
Berrisch, Jonathan
1
Birge, John R.
1
Bitto, Angela
1
Bollerslev, Tim
1
Borowska, Agnieszka
1
Bücher, Axel
1
Canabarro, Askery
1
Casarin, Roberto
1
Chen, Qian
1
Chen, Rong
1
Chi, Xie
1
Chow, K. Victor
1
Chávez-Bedoya, Luis
1
Dalderop, Jeroen
1
Davis, Richard A.
1
Diebold, Francis X.
1
Dossani, Asad
1
Drees, Holger
1
Fawcett, N.
1
Firpo, Sérgio Pinheiro
1
Frühwirth-Schnatter, Sylvia
1
Gagnon, Marie-Hélène
1
Gerlach, Richard
1
Grassi, Stefano
1
Hallam, Mark
1
Harvey, Andrew C.
1
Heiler, Phillip
1
Hoogerheide, Lennart
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Journal of econometrics
Quantitative finance
International journal of forecasting
57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
Applied economics
20
Finance research letters
19
Insurance / Mathematics & economics
18
The North American journal of economics and finance : a journal of financial economics studies
18
Journal of banking & finance
14
Journal of financial econometrics
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Econometric reviews
12
Economic modelling
12
Economics letters
12
Journal of empirical finance
12
Journal of forecasting
11
Computational economics
10
International review of economics & finance : IREF
10
International review of financial analysis
10
Journal of applied econometrics
10
Journal of international financial markets, institutions & money
10
Applied economics letters
9
Pacific-Basin finance journal
9
Research in international business and finance
9
Energy economics
8
Journal of mathematical finance
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
The European journal of finance
8
Journal of economic dynamics & control
7
Discussion papers / CEPR
6
International journal of theoretical and applied finance
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Research paper series / Swiss Finance Institute
6
European journal of operational research : EJOR
5
Journal of financial economics
5
Journal of risk
5
Swiss Finance Institute Research Paper
5
The econometrics journal
5
Econometric theory
4
Review of quantitative finance and accounting
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ECONIS (ZBW)
42
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42
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1
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Pelagatti, Matteo
;
Sbrana, Giacomo
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10014552077
Saved in:
2
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
3
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
4
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
5
On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
Saved in:
6
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
7
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
Saved in:
8
Persistence of jump-induced tail risk and limits to arbitrage
Chow, K. Victor
;
John, Kose
;
Li, Jingrui
;
Sopranzetti, …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 705-719
Persistent link: https://www.econbiz.de/10014304321
Saved in:
9
A theoretical generalization of the Markowitz model incorporating skewness and kurtosis
Uberti, Pierpaolo
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 877-886
Persistent link: https://www.econbiz.de/10014304382
Saved in:
10
The EWMA Heston model
Parent, Léo
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 71-93
Persistent link: https://www.econbiz.de/10013490955
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