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subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"Quantitative finance"
~subject:"Capital income"
~subject:"Monte Carlo simulation"
~subject:"Nichtparametrisches Verfahren"
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Prognoseverfahren
Capital income
Monte Carlo simulation
Nichtparametrisches Verfahren
Statistical distribution
34
Statistische Verteilung
34
Theorie
17
Theory
17
Option pricing theory
12
Optionspreistheorie
12
Risikomaß
10
Risk measure
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Volatility
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Volatilität
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Estimation theory
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English
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Bunn, Derek W.
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
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1
Gerlach, Richard
1
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1
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1
Kang, Li
1
Lee, Soonhee
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Li, Jingrui
1
Olmo, Jose
1
Parent, Léo
1
Peters, Gareth
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Podobnik, Boris
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Power, Gabriel J.
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Scandolo, Giacomo
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Toupin, Dominique
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Quantitative finance
International journal of forecasting
56
Journal of econometrics
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Applied economics
19
Insurance / Mathematics & economics
19
The North American journal of economics and finance : a journal of financial economics studies
18
Finance research letters
16
Computational economics
15
Journal of banking & finance
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Journal of financial econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Econometric reviews
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Economic modelling
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Economics letters
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Journal of empirical finance
11
Journal of forecasting
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International review of economics & finance : IREF
10
International review of financial analysis
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10
Journal of international financial markets, institutions & money
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Applied economics letters
9
Energy economics
9
Journal of mathematical finance
9
Research in international business and finance
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Pacific-Basin finance journal
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The European journal of finance
8
International journal of theoretical and applied finance
7
Journal of economic dynamics & control
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
European journal of operational research : EJOR
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Research paper series / Swiss Finance Institute
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Discussion papers / CEPR
5
Journal of financial economics
5
Journal of risk
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Swiss Finance Institute Research Paper
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The econometrics journal
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Econometric theory
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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1
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:
2
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:
3
The EWMA Heston model
Parent, Léo
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 71-93
Persistent link: https://www.econbiz.de/10013490955
Saved in:
4
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:
5
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:
6
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
Saved in:
7
Higher moments in the fundamental specification of electricity forward prices
Gianfreda, Angelica
;
Scandolo, Giacomo
;
Bunn, Derek W.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2063-2078
Persistent link: https://www.econbiz.de/10013490922
Saved in:
8
Portfolio optimization under the generalized hyperbolic distribution : optimal allocation, performance and tail behavior
Birge, John R.
;
Chávez-Bedoya, Luis
- In:
Quantitative finance
21
(
2021
)
2
,
pp. 199-219
Persistent link: https://www.econbiz.de/10012424559
Saved in:
9
Realized higher-order comoments
Bae, Kwangil
;
Lee, Soonhee
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 421-429
Persistent link: https://www.econbiz.de/10012483831
Saved in:
10
Bayesian realized-GARCH models for financial tail risk forecasting incorporating the two-sided Weibull distribution
Wang, Chao
;
Chen, Qian
;
Gerlach, Richard
- In:
Quantitative finance
19
(
2019
)
6
,
pp. 1017-1042
Persistent link: https://www.econbiz.de/10012194739
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