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~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Working paper"
~subject:"Prognoseverfahren"
~type_genre:"Arbeitspapier"
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Prognoseverfahren
Risikomaß
38
Risk measure
38
Volatility
14
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14
Forecasting model
13
Theorie
13
Theory
13
Portfolio selection
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McAleer, Michael
8
Jiménez-Martín, Juan-Ángel
3
Marcellino, Massimiliano
3
Pérez Amaral, Teodosio
3
Allen, David E.
2
Caporin, Massimiliano
2
Carriero, Andrea
2
Clark, Todd E.
2
Asai, Manabu
1
Asai, Manuabu
1
Baumeister, Christiane
1
De Polis, Andrea
1
Delle Monache, Davide
1
Ganics, Gergely
1
Huber, Florian
1
Medeiros, Marcelo C.
1
Petrella, Ivan
1
Rossi, Barbara
1
Santos, Paulo Araújo
1
Scharth, Marcel
1
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1
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ECONIS (ZBW)
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1
Risky oil : it's all in the tails
Baumeister, Christiane
;
Huber, Florian
;
Marcellino, …
-
2024
Persistent link: https://www.econbiz.de/10014537272
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2
Capturing macroeconomic tail risks with bayesian vector autoregressions
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2022
Persistent link: https://www.econbiz.de/10013286806
Saved in:
3
Nowcasting tail risk to economic activity at a weekly frequency
Marcellino, Massimiliano
;
Clark, Todd E.
;
Carriero, Andrea
-
2021
Persistent link: https://www.econbiz.de/10012609779
Saved in:
4
Modeling and forecasting macroeconomic downside risk
Delle Monache, Davide
;
De Polis, Andrea
;
Petrella, Ivan
-
2020
Persistent link: https://www.econbiz.de/10012253930
Saved in:
5
From fixed-event to fixed-horizon density forecasts : obtaining measures of multi-horizon uncertainty from survey density forecasts
Rossi, Barbara
;
Ganics, Gergely
;
Sekhposyan, Tatevik
-
2020
Persistent link: https://www.econbiz.de/10012196192
Saved in:
6
Risk measurement and risk modelling using applications of vine copulas
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010410215
Saved in:
7
GFC-robust risk management under the Basel Accord using extreme value methodologies
Santos, Paulo Araújo
;
Jiménez-Martín, Juan-Ángel
; …
-
2011
Persistent link: https://www.econbiz.de/10009413652
Saved in:
8
International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009012232
Saved in:
9
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
10
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
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