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subject:"Prognoseverfahren"
~isPartOf:"Economic modelling"
~isPartOf:"Finance research letters"
~isPartOf:"International journal of forecasting"
~subject:"Börsenkurs"
~subject:"VAR-Modell"
~subject:"Volatility"
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Search: subject_exact:"Wahrscheinlichkeitsverteilung"
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Prognoseverfahren
Börsenkurs
VAR-Modell
Volatility
Statistical distribution
168
Statistische Verteilung
168
Theorie
99
Theory
99
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93
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54
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37
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Clements, Michael P.
3
González-Rivera, Gloria
3
Wu, Xinyu
3
Alexander, Carol
2
Galvão, Ana Beatriz C.
2
Garratt, Anthony
2
Gerlach, Richard
2
Huang, Zhuo
2
Liang, Fang
2
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2
Mitchell, James
2
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2
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2
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2
Ravazzolo, Francesco
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2
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1
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1
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Economic modelling
Finance research letters
International journal of forecasting
Journal of econometrics
55
Journal of forecasting
39
Discussion paper / Tinbergen Institute
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Journal of banking & finance
22
International journal of theoretical and applied finance
21
Working paper
19
Applied economics
18
International review of financial analysis
17
Computational economics
16
Journal of empirical finance
16
Quantitative finance
16
Energy economics
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Research paper series / Swiss Finance Institute
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The North American journal of economics and finance : a journal of financial economics studies
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Swiss Finance Institute Research Paper
14
The European journal of finance
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International review of economics & finance : IREF
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Federal Reserve Bank of Cleveland working paper series
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Journal of international financial markets, institutions & money
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ECB Working Paper
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Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
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1
Probabilistic hierarchical forecasting with deep Poisson mixtures
Olivares, Kin G.
;
Meetei, O. Nganba
;
Ma, Ruijun
;
Reddy, …
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 470-489
Persistent link: https://www.econbiz.de/10014547171
Saved in:
2
Portfolio selection under non-gaussianity and systemic risk : a machine learning based forecasting approach
Lin, Weidong
;
Taamouti, Abderrahim
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1179-1188
Persistent link: https://www.econbiz.de/10014547268
Saved in:
3
Can average skewness really predict financial returns? : the euro area case
Annaert, Jan
;
De Ceuster, Marc J.
;
Cappellen, Jef van
- In:
Finance research letters
52
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014472219
Saved in:
4
Measuring systemic risk with high-frequency data : a realized GARCH approach
Chen, Qihao
;
Huang, Zhuo
;
Liang, Fang
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472723
Saved in:
5
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
6
Empirically-transformed linear opinion pools
Garratt, Anthony
;
Henckel, Timo
;
Vahey, Shaun P.
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 736-753
Persistent link: https://www.econbiz.de/10014465143
Saved in:
7
Time-varying variance and skewness in realized volatility measures
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10014465151
Saved in:
8
False dichotomy alert : improving subjective-probability estimates vs. raising awareness of systemic risk
Tetlock, Philip E.
;
Lu, Yunzi
;
Mellers, Barbara A.
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 1021-1025
Persistent link: https://www.econbiz.de/10014465214
Saved in:
9
Static and dynamic models for multivariate distribution forecasts : proper scoring rule tests of factor-quantile versus multivariate GARCH models
Alexander, Carol
;
Han, Yang
;
Meng, Xiaochun
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1078-1096
Persistent link: https://www.econbiz.de/10014465245
Saved in:
10
Bayesian forecast combination using time-varying features
Li, Li
;
Kang, Yanfei
;
Li, Feng
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1287-1302
Persistent link: https://www.econbiz.de/10014465281
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