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~isPartOf:"Bundesbank Series 1 Discussion Paper"
~isPartOf:"Journal of forecasting"
~subject:"Börsenkurs"
~subject:"Monte-Carlo-Simulation"
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Bundesbank Series 1 Discussion Paper
Journal of forecasting
Discussion paper / Tinbergen Institute
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Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
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ECONIS (ZBW)
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1
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
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2
Step-ahead spot price densities using daily synchronously reported prices and wind forecasts
Solibakke, Per Bjarte
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 17-42
Persistent link: https://www.econbiz.de/10012796266
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3
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
4
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:
5
Empirical Bayesian Density Forecasting in Iowa and Shrinkage for the Monte Carlo Era
Lewis, Kurt F.
-
2016
Persistent link: https://www.econbiz.de/10012991184
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6
The Forecasting Performance of German Stock Option Densities
Craig, Ben R.
-
2016
Persistent link: https://www.econbiz.de/10012991227
Saved in:
7
Time Variation in the Tail Behaviour of Bund Futures Returns
Werner, Thomas
-
2016
Persistent link: https://www.econbiz.de/10012991262
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8
Evaluating Density Forecasts with an Application to Stock Market Returns
Raunig, Burkhard
-
2016
Persistent link: https://www.econbiz.de/10012991280
Saved in:
9
Predicting the distribution of stock returns : model formulation, statistical evaluation, VaR analysis and economic significance
Massacci, Daniele
- In:
Journal of forecasting
34
(
2015
)
3
,
pp. 191-208
Persistent link: https://www.econbiz.de/10011305266
Saved in:
10
Empirical Bayesian density forecasting in Iowa and shrinkage for the Monte Carlo era
Lewis, Kurt F.
;
Whiteman, Charles H.
- In:
Journal of forecasting
34
(
2015
)
1
,
pp. 15-35
Persistent link: https://www.econbiz.de/10011305372
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