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subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"Journal of empirical finance"
~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
31
Statistische Verteilung
31
Theorie
21
Theory
21
Capital income
15
Kapitaleinkommen
15
Forecasting model
13
Volatility
12
ARCH model
9
ARCH-Modell
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Risikomaß
9
Risk measure
9
Time series analysis
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Zeitreihenanalyse
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Börsenkurs
7
Estimation
7
Portfolio selection
7
Portfolio-Management
7
Schätzung
7
Share price
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Estimation theory
6
Schätztheorie
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Stochastic process
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Stochastischer Prozess
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Ausreißer
4
Outliers
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Risiko
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Risk
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GARCH models
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Multivariate Verteilung
3
Multivariate distribution
3
Probability theory
3
Tail risk
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Wahrscheinlichkeitsrechnung
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Autocorrelation
2
Autokorrelation
2
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English
20
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Kang, Kyu Ho
2
Angelini, Giovanni
1
Bonato, Matteo
1
Boswijk, Herman Peter
1
Cepni, Oguzhan
1
Choi, Jaehyuk
1
Creel, Michael D.
1
De Angelis, Luca
1
De Lira Salvatierra, Irving Arturo
1
Franta, Michal
1
Ge, Desheng
1
Gupta, Rangan
1
James, Robert
1
Kristensen, Dennis
1
Krüger, Steffen
1
Lee, Cheol Woo
1
Leung, Henry
1
Leung, Jessica Wai Yin
1
Li, Chenxing
1
Maheu, John M.
1
Mohammadi, Mohammad
1
Oehme, Toni
1
Park, Jin‐Hong
1
Patton, Andrew J.
1
Pierdzioch, Christian
1
Pollastri, Alessandro
1
Prokhorov, Artem
1
Rodrigues, Paulo Jorge Maurício
1
Rösch, Daniel
1
Scheule, Harald
1
Schlag, Christian
1
Seeger, Norman
1
Sohn, Sungbin
1
Sriram, T. N.
1
Tang, Xinyi
1
Taylor, James W.
1
Trucíos, Carlos
1
Trung Hai Le
1
Trypsteen, Steven
1
Warusawitharana, Missaka
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Journal of empirical finance
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
Finance research letters
17
Computational economics
16
Applied economics
15
Quantitative finance
15
Energy economics
14
Journal of banking & finance
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Economic modelling
13
The North American journal of economics and finance : a journal of financial economics studies
13
Econometric reviews
11
Economics letters
10
International review of economics & finance : IREF
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 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
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Econometric theory
4
Journal of financial economics
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ECONIS (ZBW)
20
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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
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
5
A jumping index of jumping stocks? : an MCMC analysis of continuous-time models for individual stocks
Pollastri, Alessandro
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of empirical finance
70
(
2023
),
pp. 322-341
Persistent link: https://www.econbiz.de/10014423714
Saved in:
6
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:
7
Forecasting tail risk measures for financial time series : an extreme value approach with covariates
James, Robert
;
Leung, Henry
;
Leung, Jessica Wai Yin
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 29-50
Persistent link: https://www.econbiz.de/10014292519
Saved in:
8
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:
9
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:
10
Do financial variables help predict the conditional distribution of the market portfolio?
Zamenjani, Azam Shamsi
- In:
Journal of empirical finance
62
(
2021
),
pp. 327-345
Persistent link: https://www.econbiz.de/10012693441
Saved in:
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