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subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"Quantitative finance"
~subject:"Capital income"
~subject:"Monte Carlo simulation"
~subject:"Nichtparametrisches Verfahren"
~subject:"Theorie"
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Prognoseverfahren
Capital income
Monte Carlo simulation
Nichtparametrisches Verfahren
Theorie
Statistical distribution
37
Statistische Verteilung
37
Theory
18
Option pricing theory
12
Optionspreistheorie
12
Volatility
12
Volatilität
12
Risikomaß
11
Risk measure
11
Stochastic process
11
Stochastischer Prozess
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Kapitaleinkommen
10
Portfolio selection
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Portfolio-Management
9
Estimation
7
Schätzung
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Forecasting model
6
Markov chain
6
Markov-Kette
6
Risiko
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Risk
6
Estimation theory
5
Schätztheorie
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Börsenkurs
4
Monte-Carlo-Simulation
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Option pricing
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Share price
4
ARCH model
3
ARCH-Modell
3
Bayes-Statistik
3
Bayesian inference
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CAPM
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26
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Bee, Marco
2
Bunn, Derek W.
2
Hambuckers, J.
2
Bae, Kwangil
1
Beare, Brendan K.
1
Birge, John R.
1
Canabarro, Askery
1
Chen, Qian
1
Chen, Wilson Ye
1
Chi, Xie
1
Chow, K. Victor
1
Chávez-Bedoya, Luis
1
Damien, Paul
1
Dossani, Asad
1
Fan, Zhengyang
1
Gagnon, Marie-Hélène
1
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1
Gerlach, Richard
1
Gerlach, Richard H.
1
Giacometti, Rosella
1
Gianfreda, Angelica
1
Hallam, Mark
1
Han, Qian
1
Huptas, Roman
1
Ji, Ran
1
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1
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1
Kang, Li
1
Kang, Zhilin
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Lee, Soonhee
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Li, Jingrui
1
Li, Xun
1
Li, Zhongfei
1
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1
Madan, Dilip B.
1
Mausser, Helmut
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Quantitative finance
Insurance / Mathematics & economics
83
International journal of forecasting
57
Journal of econometrics
57
European journal of operational research : EJOR
34
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Finance research letters
29
Scandinavian actuarial journal
28
Economics letters
26
Applied economics
24
Computational economics
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Economic modelling
20
The North American journal of economics and finance : a journal of financial economics studies
20
Journal of banking & finance
19
Econometric reviews
18
Operations research
18
Operations research letters
18
International review of financial analysis
17
Journal of empirical finance
16
Journal of financial econometrics
16
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Working paper / National Bureau of Economic Research, Inc.
16
Discussion paper / Centre for Economic Policy Research
15
Discussion papers / CEPR
15
Journal of applied econometrics
14
The European journal of finance
14
Astin bulletin : the journal of the International Actuarial Association
13
International journal of quality & reliability management
13
International review of economics & finance : IREF
13
Journal of mathematical finance
13
The journal of operational risk
13
International journal of theoretical and applied finance
12
Journal of forecasting
12
ASTIN bulletin : the journal of the International Actuarial Association
11
Applied economics letters
11
Energy economics
11
Econometric theory
10
Journal of international financial markets, institutions & money
10
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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ECONIS (ZBW)
26
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1
Tail risk aversion and backwardation of index futures
Liang, Jufang
;
Yang, Dan
;
Han, Qian
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 387-407
Persistent link: https://www.econbiz.de/10014552026
Saved in:
2
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:
3
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:
4
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:
5
The EWMA Heston model
Parent, Léo
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 71-93
Persistent link: https://www.econbiz.de/10013490955
Saved in:
6
Distributionally robust portfolio optimization with linearized STARR performance measure
Ji, Ran
;
Lejeune, Miguel A.
;
Fan, Zhengyang
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 113-127
Persistent link: https://www.econbiz.de/10012872526
Saved in:
7
Forecasting market index volatility using Ross-recovered distributions
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 255-271
Persistent link: https://www.econbiz.de/10013167736
Saved in:
8
Some analytical results on bivariate stable distributions with an application in operational risk
Tafakori, Laleh
;
Bee, Marco
;
Soltani, Ahmad Reza
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1355-1369
Persistent link: https://www.econbiz.de/10013367907
Saved in:
9
Bayesian estimation of electricity price risk with a multi-factor mixture of densities
Kang, Li
;
Walker, Stephen G.
;
Damien, Paul
;
Bunn, Derek W.
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1535-1544
Persistent link: https://www.econbiz.de/10013367927
Saved in:
10
Dynamic quantile function models
Chen, Wilson Ye
;
Peters, Gareth
;
Gerlach, Richard H.
; …
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1665-1691
Persistent link: https://www.econbiz.de/10013367940
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