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subject:"Prognoseverfahren"
~accessRights:"restricted"
~person:"Bekiros, Stelios"
~person:"Gupta, Rangan"
~person:"Zhang, Zhengjun"
~subject:"Ausreißer"
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Search: subject_exact:"Wahrscheinlichkeitsverteilung"
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Prognoseverfahren
Ausreißer
Statistical distribution
13
Statistische Verteilung
13
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7
Risk measure
7
Forecasting model
6
Capital income
5
Estimation
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English
11
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Bekiros, Stelios
Gupta, Rangan
Zhang, Zhengjun
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
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
Härdle, Wolfgang
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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Applied economics
1
Computational economics
1
Energy economics
1
International review of financial analysis
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of forecasting
1
Pacific-Basin finance journal
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
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ECONIS (ZBW)
11
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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
Extreme co-movements between infectious disease events and crude oil futures prices : from extreme value analysis perspective
Lin, Hang
;
Zhang, Zhengjun
- In:
Energy economics
110
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013349928
Saved in:
4
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:
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
Can cryptocurrencies be a safe haven : a tail risk perspective analysis
Feng, Wenjun
;
Yiming, Wang
;
Zhang, Zhengjun
- In:
Applied economics
50
(
2018
)
44
,
pp. 4745-4762
Persistent link: https://www.econbiz.de/10012061627
Saved in:
8
Modeling maxima with autoregressive conditional Fréchet model
Zhao, Zifeng
;
Zhang, Zhengjun
;
Chen, Rong
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 325-351
Persistent link: https://www.econbiz.de/10012116357
Saved in:
9
Max-linear competing factor models
Cui, Qiurong
;
Zhang, Zhengjun
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 62-74
Persistent link: https://www.econbiz.de/10011894393
Saved in:
10
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
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