//--> //--> //-->
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
~isPartOf:"Economic modelling"
~person:"Fuertes, Ana María"
~person:"Gerlach, Richard"
~subject:"Bayes-Statistik"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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_exact:"Risk measure"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Bayes-Statistik
Prognoseverfahren
ARCH model
1
ARCH-Modell
1
Expected Shortfall
1
Forecasting model
1
ICA
1
PCA
1
Realized GARCH
1
Realized volatility
1
Risikomaß
1
Risk measure
1
Statistical distribution
1
Statistische Verteilung
1
Time series analysis
1
Value-at-Risk
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Fuertes, Ana María
Gerlach, Richard
Berger, Theo
1
Busetti, Fabio
1
Caivano, Michele
1
Delle Monache, Davide
1
Gao, Chun-Ting
1
Hu, Shuowen
1
Huang, Zhuo
1
Kamdem, J. Sadefo
1
Liang, Fang
1
Louzis, Dimitrios P.
1
Moussa, A. Mbairadjim
1
Naimoli, Antonio
1
Pacella, Claudia
1
Poskitt, Donald Stephen
1
Refenes, Apostolos-Paul
1
Storti, Giuseppe
1
Terraza, Michel
1
Wang, Tianyi
1
Xanthopoulos-Sisinis, Spyros
1
Yan, Hong
1
Zhang, Xibin
1
Zhou, Xiao-Hua
1
more ...
less ...
Published in...
All
Economic modelling
International journal of forecasting
4
Journal of forecasting
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Quantitative finance
2
Journal of commodity markets
1
Journal of financial econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators
Naimoli, Antonio
;
Gerlach, Richard
;
Storti, Giuseppe
- In:
Economic modelling
107
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013367470
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->