//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Prognoseverfahren"
~person:"Pierdzioch, Christian"
~person:"Polanski, Arnold"
~subject:"Forecast"
~subject:"Portfolio selection"
~subject:"USA"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Wahrscheinlichkeitsverteilung"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Forecast
Portfolio selection
USA
Statistical distribution
10
Statistische Verteilung
10
Forecasting model
7
Capital income
5
Kapitaleinkommen
5
Risikomaß
5
Risk measure
5
Volatility
5
Volatilität
5
Estimation
4
Schätzung
4
Prognose
3
Risiko
3
Risikomanagement
3
Risk
3
Risk management
3
ARCH model
2
ARCH-Modell
2
Ausreißer
2
Börsenkurs
2
Deutschland
2
Germany
2
Outliers
2
Share price
2
Welt
2
World
2
forecasting
2
realized volatility
2
1969-2000
1
Aggregate supply
1
Beta risk
1
Betafaktor
1
Bitcoin
1
Business cycle
1
Canada
1
Dependence in risk
1
Distributional characteristics
1
Economic forecast
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
8
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
8
Author
All
Pierdzioch, Christian
Polanski, Arnold
Paolella, Marc S.
10
Ravazzolo, Francesco
10
Taylor, James W.
9
Fabozzi, Frank J.
8
Blazsek, Szabolcs
7
Ciecka, James E.
7
Mitchell, James
7
Skoog, Gary R.
7
Dijk, Dick van
6
Dijk, Herman K. van
6
Gupta, Rangan
6
Kim, Young Shin
6
Polak, Pawel
6
Račev, Svetlozar T.
6
Satchell, Stephen
6
Clements, Michael P.
5
Diks, Cees G. H.
5
Gerlach, Richard
5
Maheu, John M.
5
Mao, Tiantian
5
Perote, Javier
5
Ñíguez, Trino-Manuel
5
Bali, Turan G.
4
Benth, Fred Espen
4
Bernardi, Mauro
4
Casarin, Roberto
4
Eling, Martin
4
González-Rivera, Gloria
4
Huber, Florian
4
Kang, Kyu Ho
4
Landsman, Zinoviy
4
Mittnik, Stefan
4
Opschoor, Anne
4
Ortobelli, Sergio
4
Petrella, Lea
4
Ruiz, Esther
4
Wallis, Kenneth Frank
4
Xiong, Xiong
4
Ziel, Florian
4
more ...
less ...
Published in...
All
Journal of forecasting
2
Applied economics letters
1
Finance research letters
1
International journal of forecasting
1
Journal of international money and finance
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
Saved in:
3
On the efficiency of German growth forecasts : an empirical analysis using quantile random forests and density forecasts
Foltas, Alexander
;
Pierdzioch, Christian
- In:
Applied economics letters
29
(
2022
)
17
,
pp. 1644-1653
Persistent link: https://www.econbiz.de/10013412249
Saved in:
4
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
5
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
6
Co-dependence of extreme events in high frequency FX returns
Polanski, Arnold
;
Stoja, Evarist
- In:
Journal of international money and finance
44
(
2014
),
pp. 164-178
Persistent link: https://www.econbiz.de/10010391066
Saved in:
7
Efficient evaluation of multidimensional time-varying density forecasts, with applications to risk management
Polanski, Arnold
;
Stoja, Evarist
- In:
International journal of forecasting
28
(
2012
)
2
,
pp. 343-352
Persistent link: https://www.econbiz.de/10009581927
Saved in:
8
Incorporating higher moments into value-at-risk forecasting
Polanski, Arnold
;
Stoja, Evarist
- In:
Journal of forecasting
29
(
2010
)
6
,
pp. 523-535
Persistent link: https://www.econbiz.de/10008935468
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->