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subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Nichtparametrisches Verfahren"
~subject:"Outliers"
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Prognoseverfahren
Nichtparametrisches Verfahren
Outliers
Statistical distribution
41
Statistische Verteilung
41
Theorie
20
Theory
20
Estimation
15
Schätzung
15
Capital income
13
Kapitaleinkommen
13
Forecasting model
11
Time series analysis
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Volatility
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Volatilität
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Zeitreihenanalyse
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Risikomaß
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Risk measure
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Estimation theory
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Schätztheorie
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Börsenkurs
5
Multivariate Verteilung
5
Multivariate distribution
5
Share price
5
Statistical test
5
Statistischer Test
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Markov chain
4
Markov-Kette
4
Nonparametric statistics
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Portfolio selection
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Portfolio-Management
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Risiko
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Risikoprämie
4
Risk
4
Risk premium
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Stochastic process
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Stochastischer Prozess
4
tail risk
4
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English
14
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Almeida, Caio
3
Ardison, Kym
3
Garcia, René
3
Vicente, Jose
3
Dobrev, Dobrislav
2
Schaumburg, Ernst
2
Bali, Turan G.
1
Becker, Ralf
1
Bekiros, Stelios
1
Bormann, Carsten
1
Camponovo, Lorenzo
1
Chernis, Tony
1
Clements, Adam
1
Dijk, Dick van
1
Eckernkemper, Tobias
1
Ergun, A. Tolga
1
Gogebakan, Kemal Caglar
1
Hurn, Stan
1
Jacobs, Kris
1
Jun, Jongbyung
1
Kole, Erik
1
Markwat, Thijs
1
Mazur, Błażej
1
Opschoor, Anne
1
Paccagnini, Alessia
1
Pipień, Mateusz
1
Ravazzolo, Francesco
1
Rothman, Philip
1
Scaillet, Olivier
1
Schaumburg, Julia
1
Schienle, Melanie
1
Trapin, Luca
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
International journal of forecasting
54
Journal of econometrics
31
Insurance / Mathematics & economics
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Applied economics
18
Finance research letters
13
Economics letters
11
Econometric reviews
10
Energy economics
10
Journal of banking & finance
10
Journal of financial econometrics
10
Journal of forecasting
10
The North American journal of economics and finance : a journal of financial economics studies
10
Computational economics
9
Economic modelling
9
Journal of applied econometrics
9
Journal of empirical finance
8
Quantitative finance
8
Applied economics letters
7
Discussion papers / CEPR
7
Journal of risk
7
Research paper series / Swiss Finance Institute
7
International review of economics & finance : IREF
6
International review of financial analysis
6
Journal of international financial markets, institutions & money
6
Journal of mathematical finance
6
Swiss Finance Institute Research Paper
6
The European journal of finance
6
The journal of operational risk
6
European journal of operational research : EJOR
5
Journal of financial economics
5
Pacific-Basin finance journal
5
The econometrics journal
5
Econometric theory
4
Journal of economic dynamics & control
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Research in international business and finance
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Scandinavian actuarial journal
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ECONIS (ZBW)
14
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1
Combining large numbers of density predictions with Bayesian predictive synthesis
Chernis, Tony
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 293-317
Persistent link: https://www.econbiz.de/10014631932
Saved in:
2
A family of nonparametric unit root tests for processes driven by infinite variance innovations
Gogebakan, Kemal Caglar
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
5
,
pp. 705-721
Persistent link: https://www.econbiz.de/10013554942
Saved in:
3
Modeling systemic risk : time-varying tail dependence when forecasting marginal expected shortfall
Eckernkemper, Tobias
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 63-117
Persistent link: https://www.econbiz.de/10011987686
Saved in:
4
Can volatility models explain extreme events?
Trapin, Luca
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011987768
Saved in:
5
Time-varying asymmetry and tail thickness in long series of daily financial returns
Mazur, Błażej
;
Pipień, Mateusz
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011965380
Saved in:
6
Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
Saved in:
7
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
8
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
9
Forecasting value-at-risk under temporal and portfolio aggregation
Kole, Erik
;
Markwat, Thijs
;
Opschoor, Anne
;
Dijk, Dick van
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 649-677
Persistent link: https://www.econbiz.de/10011987663
Saved in:
10
Beyond dimension two : a test for higher-order tail risk
Bormann, Carsten
;
Schaumburg, Julia
;
Schienle, Melanie
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 552-580
Persistent link: https://www.econbiz.de/10011623690
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