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type_genre:"Biographie"
type_genre:"Sammelwerk"
~isPartOf:"International journal of forecasting"
~subject:"Germany"
~subject:"Portfolio selection"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
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Germany
Portfolio selection
Volatilität
Theorie
850
Theory
850
Forecasting model
705
Prognoseverfahren
705
Time series analysis
316
Zeitreihenanalyse
316
Forecast
115
Prognose
114
Estimation
90
Schätzung
90
Volatility
76
Economic forecast
70
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70
Bayes-Statistik
66
Bayesian inference
66
Forecasting
60
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54
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54
Statistical distribution
53
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53
Capital income
49
Kapitaleinkommen
49
Regression analysis
47
Regressionsanalyse
46
ARCH model
44
ARCH-Modell
44
Probability theory
41
Wahrscheinlichkeitsrechnung
41
Neural networks
39
Neuronale Netze
39
VAR model
39
VAR-Modell
39
Time series
37
USA
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United States
37
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33
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Article
103
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Biographie
Sammelwerk
Aufsatz in Zeitschrift
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Article in journal
103
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English
103
Author
All
Storti, Giuseppe
3
Arroyo, Javier
2
Breitung, Jörg
2
Chan, Joshua
2
Cross, Jamie
2
Demetrescu, Matei
2
Gerlach, Richard
2
González-Rivera, Gloria
2
Herrera, Rodrigo
2
Lucas, André
2
McAleer, Michael
2
Olmo, Jose
2
Opschoor, Anne
2
Rice, Gregory
2
Ruiz, Esther
2
Taylor, Nicholas
2
Viceira, Luis M.
2
Wang, Chao
2
Wu, Chongfeng
2
Ahmed, Shamim
1
Almeida, Daniel de
1
Amendola, Alessandra
1
Andrada Félix, Julián
1
Arvanitis, Stelios
1
Asai, Manabu
1
Audrino, Francesco
1
Baker, Paul L.
1
Ballinari, Daniele
1
Bauwens, Luc
1
Bekierman, Jeremias
1
Birchenhall, C. R.
1
Bluedorn, John Christopher
1
Braione, Manuela
1
Brownlees, Christian
1
Candila, Vincenzo
1
Catania, Leopoldo
1
Cecen, A. A.
1
Chen Zhou
1
Chen, Cathy W. S.
1
Chen, Langnan
1
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Published in...
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International journal of forecasting
Journal of banking & finance
333
European journal of operational research : EJOR
285
Insurance / Mathematics & economics
285
Finance research letters
248
Journal of economic dynamics & control
237
Mathematical finance : an international journal of mathematics, statistics and financial theory
218
International journal of theoretical and applied finance
209
Finance and stochastics
189
Economics letters
176
Economic modelling
167
Journal of empirical finance
163
Quantitative finance
162
Journal of financial economics
161
Journal of econometrics
156
The review of financial studies
149
Applied economics
135
The journal of finance : the journal of the American Finance Association
135
International review of economics & finance : IREF
131
The European journal of finance
131
International review of financial analysis
124
Risks : open access journal
122
Journal of international money and finance
120
Management science : journal of the Institute for Operations Research and the Management Sciences
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
111
Computational economics
108
The journal of portfolio management : a publication of Institutional Investor
104
The North American journal of economics and finance : a journal of financial economics studies
101
Journal of risk and financial management : JRFM
94
Applied economics letters
91
Applied mathematical finance
88
Energy economics
82
Journal of economic theory
82
Annals of finance
81
The journal of futures markets
76
Mathematics and financial economics
75
Journal of forecasting
74
Applied financial economics
70
Journal of monetary economics
68
The journal of asset management
68
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ECONIS (ZBW)
103
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103
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date (oldest first)
1
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
2
Quantifying subjective uncertainty in survey expectations
Krüger, Fabian
;
Pavlova, Lora
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 796-810
Persistent link: https://www.econbiz.de/10014547207
Saved in:
3
(Structural) VAR models with ignored changes in mean and volatility
Demetrescu, Matei
;
Salish, Nazarii
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 840-854
Persistent link: https://www.econbiz.de/10014547211
Saved in:
4
A False Discovery Rate approach to optimal volatility forecasting model selection
Hassanniakalager, Arman
;
Baker, Paul L.
;
Platanakis, …
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 881-902
Persistent link: https://www.econbiz.de/10014547223
Saved in:
5
Should I open to forecast? : implications from a multi-country unobserved components model with sparse factor stochastic volatility
Wu, Ping
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10014547224
Saved in:
6
Forecasting the equity premium with frequency-decomposed technical indicators
Stein, Tobias
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 6-28
Persistent link: https://www.econbiz.de/10014450132
Saved in:
7
Portfolio selection under non-gaussianity and systemic risk : a machine learning based forecasting approach
Lin, Weidong
;
Taamouti, Abderrahim
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1179-1188
Persistent link: https://www.econbiz.de/10014547268
Saved in:
8
Technical analysis, spread trading, and data snooping control
Psaradellis, Ioannis
;
Laws, Jason
;
Pantelous, Athanasios A.
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 178-191
Persistent link: https://www.econbiz.de/10014462774
Saved in:
9
Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe
;
Simonato, Jean-Guy
;
Dionne, Georges
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
Saved in:
10
Beating the market with a bad predictive model
Hubáček, Ondřej
;
Šír, Gustav
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 691-719
Persistent link: https://www.econbiz.de/10014465105
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