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subject:"Prognoseverfahren"
~isPartOf:"Economic modelling"
~isPartOf:"Finance research letters"
~subject:"Volatility"
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Search: subject_exact:"Wahrscheinlichkeitsverteilung"
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Prognoseverfahren
Volatility
Statistical distribution
94
Statistische Verteilung
94
Theorie
49
Theory
49
Risikomaß
35
Risk measure
35
Volatilität
26
ARCH model
24
ARCH-Modell
24
Capital income
24
Kapitaleinkommen
24
Estimation
21
Portfolio selection
21
Portfolio-Management
21
Schätzung
21
Forecasting model
20
Börsenkurs
14
Share price
14
Risikomanagement
13
Risk management
13
Estimation theory
11
Multivariate Verteilung
11
Multivariate distribution
11
Schätztheorie
11
Ausreißer
10
Outliers
10
Option pricing theory
9
Optionspreistheorie
9
Risiko
9
Risk
9
Time series analysis
7
Zeitreihenanalyse
7
Einkommensverteilung
6
Income distribution
6
Measurement
6
Messung
6
Skewness
6
Stochastic process
6
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Undetermined
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Article
36
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36
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36
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English
36
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Wu, Xinyu
3
Huang, Zhuo
2
Liang, Fang
2
Xie, Haibin
2
Ahamada, Ibrahim
1
Ahn, Jungkyu
1
Ahn, Yongkil
1
Annaert, Jan
1
Aydin, Nezir
1
Berger, Theo
1
Candelon, Bertrand
1
Cappellen, Jef van
1
Carr, Peter
1
Changchien, Chang-Cheng
1
Chen, Qihao
1
Chen, Xiaohong
1
Cifter, Atilla
1
De Ceuster, Marc J.
1
Dingec, Kemal Dincer
1
Ewald, Christian-Oliver
1
Faff, Robert W.
1
Fan, Yanqin
1
Gao, Chun-Ting
1
Gatfaoui, Hayette
1
Gerlach, Richard
1
Guo, Zi-Yi
1
Gupta, Rangan
1
Hodoshima, Jiro
1
Ji, Qiang
1
Jia, Yuecheng
1
Jiang, Zhi-qiang
1
Jiménez, Inés
1
Jolivaldt, Philippe
1
Joëts, Marc
1
Jung, Hojin
1
Kamdem, J. Sadefo
1
Kao, Wei-Shun
1
Ke, Rui
1
Kiani, Khurshid M.
1
Kim, Jong-Min
1
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Economic modelling
Finance research letters
International journal of forecasting
77
Journal of econometrics
50
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
21
International journal of theoretical and applied finance
17
Quantitative finance
17
Energy economics
16
International review of financial analysis
16
Working paper
16
Computational economics
15
Research paper series / Swiss Finance Institute
15
Applied economics
14
Swiss Finance Institute Research Paper
14
Journal of empirical finance
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
The North American journal of economics and finance : a journal of financial economics studies
13
Working paper / Norges Bank
13
Econometrics : open access journal
12
International review of economics & finance : IREF
12
Journal of risk and financial management : JRFM
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Journal of financial econometrics
11
The European journal of finance
11
Working paper series / European Central Bank
11
Federal Reserve Bank of Cleveland working paper series
10
Journal of applied econometrics
10
Journal of economic dynamics & control
10
Risks : open access journal
10
Applied economics letters
9
Journal of international financial markets, institutions & money
9
Journal of mathematical finance
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Working papers
9
ECB Working Paper
8
Economics letters
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
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ECONIS (ZBW)
36
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1
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014631146
Saved in:
2
The tail risk surface
Ahn, Jungkyu
;
Ahn, Yongkil
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014631255
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
Risk management of Bitcoin futures with GARCH models
Guo, Zi-Yi
- In:
Finance research letters
45
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014581643
Saved in:
6
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators
Naimoli, Antonio
;
Gerlach, Richard
;
Storti, Giuseppe
- In:
Economic modelling
107
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013367470
Saved in:
7
Do realized higher moments have information content? : VaR forecasting based on the realized GARCH-RSRK model
Wang, Tianyi
;
Liang, Fang
;
Huang, Zhuo
;
Yan, Hong
- In:
Economic modelling
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013348237
Saved in:
8
Forecasting tail risk for Bitcoin : a dynamic peak over threshold approach
Ke, Rui
;
Yang, Luyao
;
Tan, Changchun
- In:
Finance research letters
49
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013478773
Saved in:
9
Has the interaction between skewness and kurtosis of asset returns information content for risk forecasting?
Jiménez, Inés
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013478838
Saved in:
10
Higher moments, extreme returns, and cross-section of cryptocurrency returns
Jia, Yuecheng
;
Liu, Yuzheng
;
Yan, Shu
- In:
Finance research letters
39
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012804999
Saved in:
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