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subject:"Prognoseverfahren"
~person:"Polanski, Arnold"
~person:"Taylor, James W."
~subject:"Beta risk"
~subject:"Forecast"
~subject:"USA"
~type_genre:"Article in journal"
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Prognoseverfahren
Beta risk
Forecast
USA
Statistical distribution
13
Statistische Verteilung
13
Forecasting model
9
Risikomaß
9
Risk measure
9
Theorie
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Theory
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Schätzung
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Risk
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1988-1996
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English
12
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Polanski, Arnold
Taylor, James W.
Ravazzolo, Francesco
10
Blazsek, Szabolcs
7
Ciecka, James E.
7
Mitchell, James
7
Skoog, Gary R.
7
Dijk, Herman K. van
6
Paolella, Marc S.
6
Clements, Michael P.
5
Dijk, Dick van
5
Gerlach, Richard
5
Gupta, Rangan
5
Maheu, John M.
5
Pierdzioch, Christian
5
Bali, Turan G.
4
Casarin, Roberto
4
Diks, Cees G. H.
4
González-Rivera, Gloria
4
Huber, Florian
4
Kang, Kyu Ho
4
Opschoor, Anne
4
Ruiz, Esther
4
Wallis, Kenneth Frank
4
Ziel, Florian
4
Ñíguez, Trino-Manuel
4
Aastveit, Knut Are
3
Alexander, Carol
3
Almeida, Caio
3
Ardison, Kym
3
Caporin, Massimiliano
3
Catania, Leopoldo
3
Christoffersen, Peter F.
3
Chu, Chih-Kang
3
Clark, Todd E.
3
Clements, Adam
3
Galvão, Ana Beatriz C.
3
Garcia, René
3
Guidolin, Massimo
3
Hoogerheide, Lennart
3
Hwang, Ruey-Ching
3
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International journal of forecasting
3
Journal of forecasting
3
European journal of operational research : EJOR
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of international financial markets, institutions & money
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
12
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1
Does systematic tail risk matter?
Stoja, Evarist
;
Polanski, Arnold
;
Linh Hoang Nguyen
; …
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014245969
Saved in:
2
A comparison of methods for forecasting value at risk and expected shortfall of cryptocurrencies
Trucíos, Carlos
;
Taylor, James W.
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 989-1007
Persistent link: https://www.econbiz.de/10014292894
Saved in:
3
Forecasting value at risk and expected shortfall using a model with a dynamic omega ratio
Taylor, James W.
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013463062
Saved in:
4
Estimating Value-at-Risk and Expected Shortfall using the intraday low and range data
Meng, Xiaochun
;
Taylor, James W.
- In:
European journal of operational research : EJOR
280
(
2020
)
1
,
pp. 191-202
Persistent link: https://www.econbiz.de/10012132379
Saved in:
5
Forecast combinations for value at risk and expected shortfall
Taylor, James W.
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 428-441
Persistent link: https://www.econbiz.de/10012415069
Saved in:
6
Forecasting value at risk and expected shortfall using a semiparametric approach based on the asymmetric laplace distribution
Taylor, James W.
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 121-133
Persistent link: https://www.econbiz.de/10012176554
Saved in:
7
Short-term density forecasting of wave energy using ARMA-GARCH models and kernel density estimation
Jeon, Jooyoung
;
Taylor, James W.
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 991-1004
Persistent link: https://www.econbiz.de/10011621973
Saved in:
8
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:
9
Density forecasting of intraday call center arrivals using models based on exponential smoothing
Taylor, James W.
- In:
Management science : journal of the Institute for …
58
(
2012
)
3
,
pp. 534-549
Persistent link: https://www.econbiz.de/10009525268
Saved in:
10
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:
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