//--> //--> //-->
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
~accessRights:"restricted"
~isPartOf:"Journal of forecasting"
~isPartOf:"Statistical Papers / Springer"
~subject:"Risk measure"
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:"Multivariate"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risk measure
Forecasting model
11
Prognoseverfahren
11
Theorie
10
Theory
10
Multivariate analysis
9
Time series analysis
7
Zeitreihenanalyse
7
Capital income
6
Kapitaleinkommen
6
Multivariate Analyse
6
Volatility
6
Volatilität
6
Risikomaß
5
Portfolio selection
4
Portfolio-Management
4
Welt
4
World
4
ARCH model
3
ARCH-Modell
3
Correlation
3
Multivariate distribution
3
VAR model
3
VAR-Modell
3
Aggregation
2
Bayes-Statistik
2
Bayesian inference
2
Börsenkurs
2
Estimation
2
Exchange rate
2
Korrelation
2
Markov chain
2
Markov-Kette
2
Modellierung
2
Multivariate Verteilung
2
Neural networks
2
Neuronale Netze
2
Risiko
2
Risk
2
Schätzung
2
more ...
less ...
Online availability
All
Undetermined
Free
1
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Berger, Theo
1
Danciulescu, Cristina
1
Gössling, Thalles Weber
1
Li, Chenxing
1
Li, Handong
1
Maheu, John M.
1
Müller, Fernanda Maria
1
Righi, Marcelo Brutti
1
Santos, Samuel Solgon
1
Song, Shijia
1
more ...
less ...
Published in...
All
Journal of forecasting
Statistical Papers / Springer
Insurance / Mathematics & economics
20
The North American journal of economics and finance : a journal of financial economics studies
18
Energy economics
13
Applied economics
12
Finance research letters
11
Economic modelling
8
Computational economics
7
European journal of operational research : EJOR
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
International review of financial analysis
6
Journal of banking & finance
6
Pacific-Basin finance journal
6
International journal of forecasting
5
Journal of empirical finance
5
Quantitative finance
5
Scandinavian actuarial journal
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
International review of economics & finance : IREF
4
Journal of risk
4
The European journal of finance
4
Computers & operations research : and their applications to problems of world concern ; an international journal
3
Economics letters
3
Journal of econometrics
3
Journal of international financial markets, institutions & money
3
Risk management : a journal of risk, crisis and disaster
3
Applied economics letters
2
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
2
Emerging markets, finance and trade : EMFT
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of Islamic and Middle Eastern finance and management
2
International journal of finance & economics : IJFE
2
International journal of theoretical and applied finance
2
Journal of applied econometrics
2
Journal of financial econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of international money and finance
2
Journal of mathematical finance
2
Macroeconomics and finance in emerging market economies
2
Mathematics and financial economics
2
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A
multivariate
GARCH-jump mixture model
Li, Chenxing
;
Maheu, John M.
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 182-207
Persistent link: https://www.econbiz.de/10014443194
Saved in:
2
A new model for forecasting VaR and ES using intraday returns aggregation
Song, Shijia
;
Li, Handong
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1039-1054
Persistent link: https://www.econbiz.de/10014338800
Saved in:
3
A comparison of Range Value at Risk (RVaR) forecasting models
Müller, Fernanda Maria
;
Gössling, Thalles Weber
; …
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 509-543
Persistent link: https://www.econbiz.de/10014532345
Saved in:
4
Forecasting based on decomposed financial return series : a wavelet analysis
Berger, Theo
- In:
Journal of forecasting
35
(
2016
)
5
,
pp. 419-433
Persistent link: https://www.econbiz.de/10011580976
Saved in:
5
Backtesting aggregate risk
Danciulescu, Cristina
- In:
Journal of forecasting
35
(
2016
)
4
,
pp. 285-307
Persistent link: https://www.econbiz.de/10011580763
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->