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subject:"Prognoseverfahren"
~accessRights:"restricted"
~person:"Bekiros, Stelios"
~person:"Gupta, Rangan"
~person:"Härdle, Wolfgang"
~subject:"Ausreißer"
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Search: subject_exact:"Wahrscheinlichkeitsverteilung"
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Prognoseverfahren
Ausreißer
Statistical distribution
14
Statistische Verteilung
14
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7
Risk measure
7
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6
Portfolio selection
6
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Bekiros, Stelios
Gupta, Rangan
Härdle, Wolfgang
Ravazzolo, Francesco
7
Blazsek, Szabolcs
6
Taylor, James W.
6
Paolella, Marc S.
5
Almeida, Caio
4
Ardison, Kym
4
Garcia, René
4
Hoga, Yannick
4
Huber, Florian
4
Kang, Kyu Ho
4
Pierdzioch, Christian
4
Polak, Pawel
4
Sornette, Didier
4
Zhang, Zhengjun
4
Asimit, Alexandru V.
3
Catania, Leopoldo
3
Chu, Chih-Kang
3
Clements, Adam
3
Dijk, Herman K. van
3
González-Rivera, Gloria
3
Hwang, Ruey-Ching
3
Jacobs, Kris
3
Jiang, Cuixia
3
Mitchell, James
3
Patton, Andrew J.
3
Ruiz, Esther
3
Vicente, Jose
3
Wei, Yu
3
Xu, Qifa
3
Ziel, Florian
3
Aastveit, Knut Are
2
Alexander, Carol
2
Beirlant, Jan
2
Benito, Sonia
2
Bormann, Carsten
2
Borochin, Paul
2
Boukef Jlassi, Nabila
2
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Computational economics
1
International review of financial analysis
1
Journal of econometrics
1
Journal of forecasting
1
Pacific-Basin finance journal
1
Quantitative finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of asset management
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ECONIS (ZBW)
10
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1
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:
2
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
3
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
4
TERES : tail event risk expectile shortfall
Mihoci, Andrija
;
Härdle, Wolfgang
;
Chen, Yi-Hsuan
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 449-460
Persistent link: https://www.econbiz.de/10012483833
Saved in:
5
Predicting international equity returns: evidence from time-varying parameter vector autoregressive models
Gupta, Rangan
;
Huber, Florian
;
Piribauer, Philipp
- In:
International review of financial analysis
68
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012300967
Saved in:
6
Tail-related risk measurement and forecasting in equity markets
Bekiros, Stelios
;
Loukeris, Nikolaos
;
Eleftheriadis, …
- In:
Computational economics
53
(
2019
)
2
,
pp. 783-816
Persistent link: https://www.econbiz.de/10012134868
Saved in:
7
Tail event driven networks of SIFIs
Chen, Yi-Hsuan
;
Härdle, Wolfgang
;
Okhrin, Yarema
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 282-298
Persistent link: https://www.econbiz.de/10012144998
Saved in:
8
Tail Event Driven ASset allocation: evidence from equity and mutual funds' markets
Härdle, Wolfgang
;
Lee, David Kuo Chuen
;
Nasekin, Sergey
; …
- In:
The journal of asset management
19
(
2018
)
1
,
pp. 49-63
Persistent link: https://www.econbiz.de/10011847640
Saved in:
9
Financial tail risks in conventional and Islamic stock markets : a comparative analysis
Muteba Mwamba, John
;
Hammoudeh, Shawkat
;
Gupta, Rangan
- In:
Pacific-Basin finance journal
42
(
2017
),
pp. 60-82
Persistent link: https://www.econbiz.de/10011800542
Saved in:
10
Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model
Bekiros, Stelios
;
Paccagnini, Alessia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
2
,
pp. 107-136
Persistent link: https://www.econbiz.de/10011313595
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