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~isPartOf:"Economic modelling"
~isPartOf:"International journal of forecasting"
~subject:"Börsenkurs"
~subject:"Statistical distribution"
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Börsenkurs
Statistical distribution
Theorie
59
Theory
59
Forecasting model
58
Prognoseverfahren
58
Time series analysis
52
Zeitreihenanalyse
52
Multivariate Verteilung
50
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50
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38
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33
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33
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31
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González-Rivera, Gloria
2
Rombouts, Jeroen V. K.
2
Ahmed, Ali M.
1
Alagidede, Paul
1
Alexander, Carol
1
Bauwens, Luc
1
Berger, Theo
1
Bhatti, Muhammad Ishaq
1
Bianchi, Michele Leonardo
1
Brio, Esther B. del
1
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1
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1
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1
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1
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1
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1
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1
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1
Gatfaoui, Hayette
1
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1
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1
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1
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1
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1
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1
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1
Ko, Stanley Iat-Meng
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1
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1
Mengling Li
1
Mensah, Jones Odei
1
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Economic modelling
International journal of forecasting
Insurance / Mathematics & economics
65
Journal of banking & finance
26
Journal of econometrics
23
Applied economics
22
Energy economics
22
Risks : open access journal
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Finance research letters
18
International review of financial analysis
18
Discussion paper / Tinbergen Institute
17
The North American journal of economics and finance : a journal of financial economics studies
17
International review of economics & finance : IREF
16
European journal of operational research : EJOR
15
Journal of empirical finance
14
SFB 649 discussion paper
14
Research in international business and finance
13
The European journal of finance
12
Discussion paper / Center for Economic Research, Tilburg University
11
Journal of risk and financial management : JRFM
11
Astin bulletin : the journal of the International Actuarial Association
10
Economics letters
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
ECARES working paper
9
Scandinavian actuarial journal
9
Applied economics letters
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Computational economics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of risk
7
Review of quantitative finance and accounting
7
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
6
International journal of production research
6
International journal of theoretical and applied finance
6
Journal of financial econometrics
6
Journal of international financial markets, institutions & money
6
Working paper series
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ASTIN bulletin : the journal of the International Actuarial Association
5
CFS working paper series
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ECONIS (ZBW)
30
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1
DCC- and DECO-HEAVY :
multivariate
GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
2
Static and dynamic models for
multivariate
distribution forecasts : proper scoring rule tests of factor-quantile versus
multivariate
GARCH models
Alexander, Carol
;
Han, Yang
;
Meng, Xiaochun
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1078-1096
Persistent link: https://www.econbiz.de/10014465245
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
Multivariate
volatility forecasts for stock market indices
Wilms, Ines
;
Rombouts, Jeroen V. K.
;
Croux, Christophe
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 484-499
Persistent link: https://www.econbiz.de/10012792845
Saved in:
5
Generalized autocontours : evaluation of
multivariate
density models
González-Rivera, Gloria
;
Sun, Yingying
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 799-814
Persistent link: https://www.econbiz.de/10011474574
Saved in:
6
Time-varying dependence in European equity markets : a contagion and investor sentiment driven analysis
Niţoi, Mihai
;
Pochea, Maria Miruna
- In:
Economic modelling
86
(
2020
),
pp. 133-147
Persistent link: https://www.econbiz.de/10012415531
Saved in:
7
Applied mean-ETL optimization in using earnings forecasts
Shao, Barret Pengyuan
;
Rachev, Svetlozar T.
;
Mu, Yu
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 561-567
Persistent link: https://www.econbiz.de/10011474402
Saved in:
8
Oil price and Gulf Corporation Council stock indices : new evidence from time-varying copula models
Fenech, Jean-Pierre
;
Vosgha, Hamed
- In:
Economic modelling
77
(
2019
),
pp. 81-91
Persistent link: https://www.econbiz.de/10012198426
Saved in:
9
Multi-scale causality and extreme tail inter-dependence among housing prices
Kang, Sang Hoon
;
Uddin, Mohammed Gazi Salah
;
Ahmed, Ali M.
- In:
Economic modelling
70
(
2018
),
pp. 301-309
Persistent link: https://www.econbiz.de/10012027930
Saved in:
10
A novel nonlinear value-at-risk method for modeling risk of option portfolio with
multivariate
mixture of normal distributions
Chen, Rongda
;
Yu, Lean
- In:
Economic modelling
35
(
2013
),
pp. 796-804
Persistent link: https://www.econbiz.de/10010336666
Saved in:
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