//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"Journal of forecasting"
~isPartOf:"Research paper series / Swiss Finance Institute"
~subject:"Nichtparametrisches Verfahren"
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Wahrscheinlichkeitsverteilung"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Nichtparametrisches Verfahren
Volatilität
Statistical distribution
21
Statistische Verteilung
21
Forecasting model
14
Capital income
9
Kapitaleinkommen
9
Theorie
9
Theory
9
Volatility
8
ARCH model
6
ARCH-Modell
6
Börsenkurs
6
Estimation
6
Schätzung
6
Share price
6
Risikomaß
5
Risk measure
5
Estimation theory
4
Schätztheorie
4
Time series analysis
4
Zeitreihenanalyse
4
Ausreißer
2
Autocorrelation
2
Autokorrelation
2
Capital market returns
2
Financial market
2
Finanzmarkt
2
Forecast
2
Frühindikator
2
GARCH models
2
Kapitalmarktrendite
2
Leading indicator
2
Nichtlineare Regression
2
Nonlinear regression
2
Nonparametric statistics
2
Outliers
2
Portfolio selection
2
Portfolio-Management
2
more ...
less ...
Online availability
All
Undetermined
Free
15
Type of publication
All
Article
11
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Language
All
English
18
Author
All
Sornette, Didier
3
Filimonov, Vladimir
2
Almeida, Caio
1
Angelini, Giovanni
1
Ardison, Kym
1
Bonato, Matteo
1
Camponovo, Lorenzo
1
Cauwels, Peter
1
Cepni, Oguzhan
1
Choi, Jaehyuk
1
De Angelis, Luca
1
Demos, Guilherme
1
Drimus, Gabriel
1
Farkas, Walter
1
Fiévet, Lucas
1
Forró, Zalán
1
Franta, Michal
1
Garcia, René
1
Ge, Desheng
1
Gupta, Rangan
1
Heinimann, Hans Rudolf
1
Jondeau, Eric
1
Jukalov, Vjačeslav I.
1
Kang, Kyu Ho
1
Li, Chenxing
1
Maheu, John M.
1
Mohammadi, Mohammad
1
Necula, Ciprian
1
Paolella, Marc S.
1
Park, Jin‐Hong
1
Pierdzioch, Christian
1
Polak, Pawel
1
Scaillet, Olivier
1
Sohn, Sungbin
1
Sriram, T. N.
1
Tang, Xinyi
1
Taylor, James W.
1
Trojani, Fabio
1
Trucíos, Carlos
1
Trung Hai Le
1
more ...
less ...
Published in...
All
Journal of forecasting
Research paper series / Swiss Finance Institute
International journal of forecasting
56
Journal of econometrics
38
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Computational economics
16
Applied economics
15
Finance research letters
15
Quantitative finance
15
Journal of banking & finance
14
Economic modelling
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
The North American journal of economics and finance : a journal of financial economics studies
13
Energy economics
12
Econometric reviews
10
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 empirical 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
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
5
Econometric theory
4
Journal of financial economics
4
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
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
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:
5
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:
6
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:
7
PARX model for football match predictions
Angelini, Giovanni
;
De Angelis, Luca
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 795-807
Persistent link: https://www.econbiz.de/10011860730
Saved in:
8
Prediction of α‐stable GARCH and ARMA‐GARCH‐M models
Mohammadi, Mohammad
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 859-866
Persistent link: https://www.econbiz.de/10011860776
Saved in:
9
The importance of time‐varying volatility and country interactions in forecasting economic activity
Trypsteen, Steven
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 615-628
Persistent link: https://www.econbiz.de/10011861398
Saved in:
10
Robust estimation of conditional variance of time series using density power divergences
Park, Jin‐Hong
;
Sriram, T. N.
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 703-717
Persistent link: https://www.econbiz.de/10011861411
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->