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subject:"Prognoseverfahren"
~isPartOf:"Finance research letters"
~subject:"Estimation"
~subject:"Probability theory"
~subject:"Theorie"
~subject:"Volatility"
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Prognoseverfahren
Estimation
Probability theory
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51
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51
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23
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19
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Ahn, Yongkil
2
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2
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2
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1
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1
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Finance research letters
Insurance / Mathematics & economics
159
Journal of econometrics
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94
International journal of forecasting
80
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Risks : open access journal
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Economics letters
58
European journal of operational research : EJOR
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Journal of economic dynamics & control
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SFB 649 discussion paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
41
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1
A note on the Gumbel convergence for the Lee and Mykland jump tests
Nunes, Joaõ Pedro Vidal
;
Ruas, João Pedro
- In:
Finance research letters
59
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014445402
Saved in:
2
Worst-case higher moment risk measure : addressing distributional shifts and procyclicality
Castro Iragorri, Carlos Alberto
;
Gómez, Fabio
; …
- In:
Finance research letters
65
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014564284
Saved in:
3
The global spillovers of unconventional monetary policies on tail risks
Alonso, Irma
;
Serrano, Pedro
;
Vaello-Sebastià, Antoni
- In:
Finance research letters
59
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014445403
Saved in:
4
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:
5
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
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6
How does a change in downside risk affect optimal demand for a risky asset? : comparative statics on Tail Conditional Expectation
Nakamura, Kazuki
- In:
Finance research letters
58
(
2023
)
4
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014633349
Saved in:
7
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:
8
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:
9
Subjectivity in conventional tail measures : an exploratory model with "risks & biases"
Majumder, Debasish
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014473436
Saved in:
10
Joint extreme risk of energy prices-evidence from European energy markets
Sun, Yiqun
;
Ji, Hao
;
Cai, Xiurong
;
Li, Jiangchen
- In:
Finance research letters
56
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014473608
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