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subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"Journal of forecasting"
~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
49
Statistische Verteilung
49
Theorie
25
Theory
25
Volatility
17
Volatilität
17
Forecasting model
15
Kapitaleinkommen
15
Risikomaß
14
Risk measure
14
Option pricing theory
12
Optionspreistheorie
12
Stochastic process
11
Stochastischer Prozess
11
Estimation
10
Portfolio selection
10
Portfolio-Management
10
Schätzung
10
Estimation theory
8
Schätztheorie
8
ARCH model
7
ARCH-Modell
7
Börsenkurs
6
Markov chain
6
Markov-Kette
6
Risiko
6
Risk
6
Share price
6
Time series analysis
5
Zeitreihenanalyse
5
CAPM
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Option pricing
4
Bayes-Statistik
3
Bayesian inference
3
Expected shortfall
3
Forecast
3
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Article
23
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23
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23
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English
23
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Angelini, Giovanni
1
Bae, Kwangil
1
Beare, Brendan K.
1
Birge, John R.
1
Bonato, Matteo
1
Canabarro, Askery
1
Cepni, Oguzhan
1
Chen, Qian
1
Chi, Xie
1
Choi, Jaehyuk
1
Chow, K. Victor
1
Chávez-Bedoya, Luis
1
De Angelis, Luca
1
Dossani, Asad
1
Franta, Michal
1
Gagnon, Marie-Hélène
1
Ge, Desheng
1
Gerlach, Richard
1
Gupta, Rangan
1
Hallam, Mark
1
Huptas, Roman
1
Jiang, Zhi-Qiang
1
John, Kose
1
Kang, Kyu Ho
1
Lee, Soonhee
1
Li, Chenxing
1
Li, Jingrui
1
Maheu, John M.
1
Mohammadi, Mohammad
1
Olmo, Jose
1
Parent, Léo
1
Park, Jin‐Hong
1
Pelagatti, Matteo
1
Pierdzioch, Christian
1
Podobnik, Boris
1
Power, Gabriel J.
1
Sbrana, Giacomo
1
Sohn, Sungbin
1
Sopranzetti, Ben J.
1
Sriram, T. N.
1
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Journal of forecasting
Quantitative finance
International journal of forecasting
57
Journal of econometrics
30
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
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
4
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ECONIS (ZBW)
23
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1
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10
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23
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date (oldest first)
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 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:
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
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:
7
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:
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
The EWMA Heston model
Parent, Léo
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 71-93
Persistent link: https://www.econbiz.de/10013490955
Saved in:
10
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
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