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type:"article"
type_genre:"Article in journal"
~isPartOf:"Finance research letters"
~isPartOf:"International journal of forecasting"
~subject:"Risikomaß"
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Search: subject_exact:"Estimation theory"
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Risikomaß
Estimation theory
221
Schätztheorie
221
Forecasting model
129
Prognoseverfahren
129
Time series analysis
76
Zeitreihenanalyse
76
Estimation
39
Schätzung
39
Regression analysis
27
ARCH model
26
ARCH-Modell
26
Volatility
26
Volatilität
26
Regressionsanalyse
25
Theorie
22
Theory
22
Portfolio selection
21
Portfolio-Management
21
Capital income
20
Kapitaleinkommen
20
Bayes-Statistik
19
Bayesian inference
19
Statistical distribution
18
Statistische Verteilung
18
Forecasting
16
Correlation
15
Korrelation
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Forecast
14
Nichtparametrisches Verfahren
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Nonparametric statistics
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Risk measure
14
USA
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United States
12
Economic forecast
11
Probability theory
11
Prognose
11
Wahrscheinlichkeitsrechnung
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11
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English
14
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De Luca, Giovanni
2
Rivieccio, Giorgia
2
Ardia, David
1
Baronyan, Sayad
1
Bianchi, Michele Leonardo
1
Bluteau, Keven
1
Bodnar, Taras
1
Cardós, Manuel
1
González-Rivera, Gloria
1
Grable, John E.
1
Guégan, Dominique
1
He, Jia
1
Jahandideh, Mohammad-Taghi
1
Jiang, Jingjing
1
Kamali, Rezvan
1
Kambouroudis, Dimos
1
Korkusuz, Burak
1
Kourentzes, Nikolaos
1
Lee, Tae-hwy
1
Liu, Hening
1
Lucas, André
1
Mahmoodi, Safieh
1
McMillan, David G.
1
Meng, Xiaochun
1
Mengütürk, Levent Ali
1
Parolya, Nestor
1
Rabbani, Abed G.
1
Rüede, Maxime
1
Taylor, James W.
1
Thorsén, Erik
1
Trapero, Juan R.
1
Wang, Xiaoyu
1
Wang, Xinyu
1
Wu, Xiaoxia
1
Xie, Dejun
1
Xu, Yan
1
Yoldas, Emre
1
Zhang, Xin
1
Şener, Emrah
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Finance research letters
International journal of forecasting
Insurance / Mathematics & economics
24
Journal of risk
21
Journal of econometrics
12
The journal of risk model validation
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Journal of banking & finance
8
Journal of financial econometrics
7
Computational economics
6
European journal of operational research : EJOR
6
Risks : open access journal
6
International journal of theoretical and applied finance
5
Quantitative finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of operational risk
5
International journal of monetary economics and finance
4
Journal of forecasting
4
Journal of mathematical finance
4
Journal of risk and financial management : JRFM
4
Econometrics : open access journal
3
Journal of empirical finance
3
Operations research
3
Scandinavian actuarial journal
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The econometrics journal
3
Applied economics
2
Econometric reviews
2
Economic research
2
Economics letters
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of economic dynamics & control
2
Journal of risk management in financial institutions
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
2
Operations research letters
2
Research in international business and finance
2
Review of quantitative finance and accounting
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The European journal of finance
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ECONIS (ZBW)
14
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14
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1
Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
Bodnar, Taras
;
Parolya, Nestor
;
Thorsén, Erik
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472777
Saved in:
2
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
3
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Saved in:
4
Can portfolio risk be described with estimates of financial risk tolerance calibration?
Rabbani, Abed G.
;
Grable, John E.
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013342753
Saved in:
5
Quantile-based GARCH-MIDAS : estimating value-at-risk using mixed-frequency information
Xu, Yan
;
Wang, Xinyu
;
Liu, Hening
- In:
Finance research letters
43
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014632411
Saved in:
6
Regime changes in Bitcoin GARCH volatility dynamics
Ardia, David
;
Bluteau, Keven
;
Rüede, Maxime
- In:
Finance research letters
29
(
2019
),
pp. 266-271
Persistent link: https://www.econbiz.de/10012419095
Saved in:
7
Optimization of multi-period portfolio model after fitting best distribution
Kamali, Rezvan
;
Mahmoodi, Safieh
;
Jahandideh, Mohammad-Taghi
- In:
Finance research letters
30
(
2019
),
pp. 44-50
Persistent link: https://www.econbiz.de/10012420187
Saved in:
8
Assessing tail risk for nonlinear dependence of MSCI sector indices : a copula three-stage approach
De Luca, Giovanni
;
Guégan, Dominique
;
Rivieccio, Giorgia
- In:
Finance research letters
30
(
2019
),
pp. 327-333
Persistent link: https://www.econbiz.de/10012420870
Saved in:
9
Quantile forecast optimal combination to enhance safety stock estimation
Trapero, Juan R.
;
Cardós, Manuel
;
Kourentzes, Nikolaos
- In:
International journal of forecasting
35
(
2019
)
1
,
pp. 239-250
Persistent link: https://www.econbiz.de/10012300607
Saved in:
10
An approximate long-memory range-based approach for value at risk estimation
Meng, Xiaochun
;
Taylor, James W.
- In:
International journal of forecasting
34
(
2018
)
3
,
pp. 377-388
Persistent link: https://www.econbiz.de/10012030985
Saved in:
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