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subject:"Prognoseverfahren"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~subject:"Börsenkurs"
~subject:"Volatility"
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Search: subject_exact:"Wahrscheinlichkeitsverteilung"
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Prognoseverfahren
Börsenkurs
Volatility
Statistical distribution
303
Statistische Verteilung
303
Theorie
154
Theory
154
Estimation theory
91
Schätztheorie
91
Estimation
60
Schätzung
60
Volatilität
59
Forecasting model
47
Time series analysis
47
Zeitreihenanalyse
47
Nichtparametrisches Verfahren
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Nonparametric statistics
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Risikomaß
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Risk measure
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Capital income
39
Kapitaleinkommen
39
Stochastic process
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Stochastischer Prozess
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Regressionsanalyse
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Portfolio selection
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Portfolio-Management
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Ausreißer
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Bayes-Statistik
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Bayesian inference
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Option pricing theory
22
Optionspreistheorie
22
Outliers
22
Probability theory
22
Wahrscheinlichkeitsrechnung
22
Multivariate Verteilung
21
Multivariate distribution
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105
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Dijk, Herman K. van
5
Maheu, John M.
4
Ravazzolo, Francesco
4
Bollerslev, Tim
3
Corradi, Valentina
3
Dijk, Dick van
3
Lucas, André
3
Opschoor, Anne
3
Todorov, Viktor
3
Aastveit, Knut Are
2
Casarin, Roberto
2
Distaso, Walter
2
Ghysels, Eric
2
Giacomini, Raffaella
2
Hoogerheide, Lennart
2
Jin, Xin
2
Meddahi, Nour
2
Oh, Dong Hwan
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Polak, Pawel
2
Rossi, Barbara
2
Santucci de Magistris, Paolo
2
Sekhposyan, Tatevik
2
Smith, Michael S.
2
Swanson, Norman R.
2
Wu, Xinyu
2
Aguilar, Mike
1
Ahn, Jungkyu
1
Ahn, Yongkil
1
Amisano, Gianni
1
Andersson, Jonas
1
Annaert, Jan
1
Augustyniak, Maciej
1
Awartani, Basel
1
Aydin, Nezir
1
Babii, Andrii
1
Badescu, Alexandru
1
Bandi, Federico M.
1
Barra, István
1
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Finance research letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
International journal of forecasting
77
Journal of forecasting
39
Discussion paper / Tinbergen Institute
36
Journal of banking & finance
22
International journal of theoretical and applied finance
21
Economic modelling
20
Applied economics
19
Quantitative finance
18
Energy economics
17
International review of financial analysis
17
Computational economics
16
Journal of empirical finance
16
Working paper
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Research paper series / Swiss Finance Institute
15
The North American journal of economics and finance : a journal of financial economics studies
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Swiss Finance Institute Research Paper
14
International review of economics & finance : IREF
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Journal of risk and financial management : JRFM
13
The European journal of finance
13
Working paper / Norges Bank
13
Econometrics : open access journal
12
Journal of economic dynamics & control
11
Journal of financial econometrics
11
Working paper series / European Central Bank
11
Federal Reserve Bank of Cleveland working paper series
10
Journal of applied econometrics
10
Journal of international financial markets, institutions & money
10
Journal of mathematical finance
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Risks : open access journal
10
Applied economics letters
9
Economics letters
9
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]
9
NBER working paper series
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
9
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ECONIS (ZBW)
105
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1
Modeling extreme events : time-varying extreme tail shape
D'Innocenzo, Enzo
;
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10015053506
Saved in:
2
Proper scoring rules for evaluating density forecasts with asymmetric loss functions
Iacopini, Matteo
;
Ravazzolo, Francesco
;
Rossini, Luca
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 482-496
Persistent link: https://www.econbiz.de/10014448252
Saved in:
3
Closed-form multi-factor copula models with observation-driven dynamic factor loadings
Opschoor, Anne
;
Lucas, André
;
Barra, István
;
Dijk, …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1066-1079
Persistent link: https://www.econbiz.de/10012653226
Saved in:
4
Subsample analysis of stock market : cryptocurrency returns tail dependence : acopula approach for the tails
Boukef Jlassi, Nabila
;
Jeribi, Ahmed
;
Lahiani, Amine
; …
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014582463
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5
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
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6
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:
7
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
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8
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
9
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
10
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
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