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subject:"Prognoseverfahren"
~accessRights:"restricted"
~person:"Hoga, Yannick"
~person:"Härdle, Wolfgang"
~person:"Ziel, Florian"
~subject:"Ausreißer"
~subject:"Portfolio-Management"
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Prognoseverfahren
Ausreißer
Portfolio-Management
Statistical distribution
16
Statistische Verteilung
16
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9
Risk measure
9
Theorie
8
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forecasting
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Hoga, Yannick
Härdle, Wolfgang
Ziel, Florian
Paolella, Marc S.
7
Ravazzolo, Francesco
7
Blazsek, Szabolcs
6
Gupta, Rangan
6
Landsman, Zinoviy
6
Polak, Pawel
6
Taylor, James W.
6
Pierdzioch, Christian
5
Almeida, Caio
4
Ardison, Kym
4
Furman, Edward
4
Garcia, René
4
Guégan, Dominique
4
Huber, Florian
4
Kang, Kyu Ho
4
Kim, Young Shin
4
Mao, Tiantian
4
Shushi, Tomer
4
Sornette, Didier
4
Su, Jianxi
4
Tang, Qihe
4
Xiong, Xiong
4
Zhang, Zhengjun
4
Asimit, Alexandru V.
3
Beirlant, Jan
3
Bernard, Carole
3
Bernardi, Mauro
3
Bianchi, Michele Leonardo
3
Catania, Leopoldo
3
Chu, Chih-Kang
3
Clements, Adam
3
Dijk, Herman K. van
3
Dobrev, Dobrislav
3
Fabozzi, Frank J.
3
González-Rivera, Gloria
3
Hwang, Ruey-Ching
3
Ignatieva, Ekaterina
3
Jacobs, Kris
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Journal of econometrics
2
Journal of financial econometrics
2
Computational economics
1
Energy economics
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Management science : journal of the Institute for Operations Research and the Management Sciences
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The journal of asset management
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ECONIS (ZBW)
11
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1
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
2
Distributional neural networks for electricity price forecasting
Marcjasz, Grzegorz
;
Narajewski, Michał Andrzej
;
Weron, …
- In:
Energy economics
125
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014484407
Saved in:
3
Monitoring value-at-risk and expected shortfall forecasts
Hoga, Yannick
;
Demetrescu, Matei
- In:
Management science : journal of the Institute for …
69
(
2023
)
5
,
pp. 2954-2971
Persistent link: https://www.econbiz.de/10014305469
Saved in:
4
Modeling time-varying tail dependence, with application to systemic risk forecasting
Hoga, Yannick
- In:
Journal of financial econometrics
20
(
2022
)
5
,
pp. 1007-1037
Persistent link: https://www.econbiz.de/10013460046
Saved in:
5
M5 competition uncertainty : overdispersion, distributional forecasting, GAMLSS, and beyond
Ziel, Florian
- In:
International journal of forecasting
38
(
2022
)
4
,
pp. 1546-1554
Persistent link: https://www.econbiz.de/10014381160
Saved in:
6
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:
7
Risk-constrained Kelly portfolios under alpha-stable laws
Wesselhöfft, Niels
;
Härdle, Wolfgang
- In:
Computational economics
55
(
2020
)
3
,
pp. 801-826
Persistent link: https://www.econbiz.de/10012223676
Saved in:
8
Confidence intervals for conditional tail risk measures in ARMA-GARCH models
Hoga, Yannick
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 613-624
Persistent link: https://www.econbiz.de/10012179001
Saved in:
9
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:
10
Extreme conditional tail moment estimation under serial dependence
Hoga, Yannick
- In:
Journal of financial econometrics
17
(
2019
)
4
,
pp. 587-615
Persistent link: https://www.econbiz.de/10012152234
Saved in:
1
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