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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"International journal of forecasting"
~subject:"Regression analysis"
~subject:"Risiko"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Regression analysis
Risiko
Estimation theory
270
Schätztheorie
270
Forecasting model
128
Prognoseverfahren
128
Time series analysis
72
Zeitreihenanalyse
72
Statistical distribution
53
Statistische Verteilung
53
Estimation
40
Regressionsanalyse
39
Schätzung
37
Risikomaß
29
Risk measure
29
Nichtparametrisches Verfahren
25
Nonparametric statistics
25
Risk
23
Bayes-Statistik
21
Bayesian inference
21
Theorie
20
Theory
20
Multivariate Verteilung
19
Multivariate distribution
19
Probability theory
18
Wahrscheinlichkeitsrechnung
18
ARCH model
16
ARCH-Modell
16
Outliers
15
Volatilität
15
Forecast
14
Forecasting
14
Measurement
14
Messung
14
Maximum likelihood estimation
13
Maximum-Likelihood-Schätzung
13
Portfolio selection
13
Portfolio-Management
13
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Article in journal
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83
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English
83
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Zhang, Zhimin
4
Guillou, Armelle
3
Peng, Liang
3
Tao, Hong
3
Verrall, Richard
3
Armstrong, Jon Scott
2
Avanzi, Benjamin
2
Chavez-Demoulin, Valérie
2
Clements, Adam
2
Stupfler, Gilles
2
Taylor, Greg
2
Wang, Xing
2
Wong, Bernard
2
Wüthrich, Mario V.
2
Xie, Jiayi
2
Yang, Fan
2
Ahn, Jae Youn
1
Aigner, Maximilian
1
Albrecher, Hansjörg
1
Ang, Zi Qing
1
Antonio, Katrien
1
Athanasopoulos, George
1
Bagnato, Luca
1
Barajas-Solano, David A.
1
Barreto-Souza, Wagner
1
Bastos, Fernando de Souza
1
Bauwens, Luc
1
Becker, Ralf
1
Bermúdez, Lluís
1
Bernardini, Emmanuela
1
Björkwall, Susanna
1
Bladt, Martin
1
Bladt, Mogens
1
Brechmann, Eike C.
1
Buccheri, Giuseppe
1
Calderín-Ojeda, Enrique
1
Chakraborty, Arun
1
Chan, Ngai Hang
1
Chen, Kun
1
Chen, Yu
1
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Insurance / Mathematics & economics
International journal of forecasting
Journal of econometrics
393
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
140
Economics letters
124
Econometric theory
115
Econometric reviews
98
Journal of the American Statistical Association : JASA
97
The econometrics journal
68
Economic modelling
48
European journal of operational research : EJOR
42
Econometrics : open access journal
38
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
Computational economics
30
Journal of risk and financial management : JRFM
30
Quantitative economics : QE ; journal of the Econometric Society
30
Journal of empirical finance
28
Journal of forecasting
27
Journal of applied econometrics
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Applied economics letters
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
25
Finance research letters
24
Journal of banking & finance
24
Applied economics
20
Risks : open access journal
20
Empirical economics : a quarterly journal of the Institute for Advanced Studies
19
Journal of financial econometrics
19
Quantitative finance
19
International journal of theoretical and applied finance
17
Journal of quantitative economics
17
Operations research
16
Mathematics of operations research
15
The North American journal of economics and finance : a journal of financial economics studies
15
Journal of econometric methods
14
Statistical papers
14
The empirical economics letters : a monthly international journal of economics
14
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
13
Oxford bulletin of economics and statistics
13
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ECONIS (ZBW)
83
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1
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
2
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
3
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
4
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
5
Physics-informed Gaussian process regression for states estimation and forecasting in power grids
Tartakovsky, Alexandre M.
;
Ma, Tong
;
Barajas-Solano, …
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 967-980
Persistent link: https://www.econbiz.de/10014465184
Saved in:
6
Distributional regression and its evaluation with the CRPS : bounds and convergence of the minimax risk
Pic, Romain
;
Dombry, Clément
;
Naveau, Philippe
; …
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1564-1572
Persistent link: https://www.econbiz.de/10014465329
Saved in:
7
Robust regression for electricity demand forecasting against cyberattacks
VandenHeuvel, Daniel
;
Wu, Jinran
;
Wang, You-Gan
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1573-1592
Persistent link: https://www.econbiz.de/10014465333
Saved in:
8
Diagnostic tests before modeling longitudinal actuarial data
Li, Yinhuan
;
Fung, Tsz Chai
;
Peng, Liang
;
Qian, Linyi
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 310-325
Persistent link: https://www.econbiz.de/10014466218
Saved in:
9
Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model
Chen, Yu
;
Ma, Mengyuan
;
Sun, Hongfang
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 142-162
Persistent link: https://www.econbiz.de/10014317142
Saved in:
10
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Mao, Tiantian
;
Stupfler, Gilles
;
Yang, Fan
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 173-192
Persistent link: https://www.econbiz.de/10014317144
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