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~isPartOf:"Finance research letters"
~isPartOf:"Journal of forecasting"
~isPartOf:"Statistical Papers / Springer"
~subject:"Börsenkurs"
~subject:"Estimation"
~subject:"Theorie"
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Börsenkurs
Estimation
Theorie
Theory
43
Multivariate distribution
34
Multivariate Verteilung
33
Forecasting model
32
Prognoseverfahren
32
Time series analysis
30
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Gupta, Rangan
2
Hassani, Hossein
2
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Tiwari, Aviral Kumar
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1
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Finance research letters
Journal of forecasting
Statistical Papers / Springer
Insurance / Mathematics & economics
116
European journal of operational research : EJOR
66
Journal of econometrics
63
Energy economics
49
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
Applied economics
46
Economic modelling
44
Risks : open access journal
44
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
43
Discussion paper / Tinbergen Institute
42
International journal of forecasting
42
Economics letters
38
SFB 649 discussion paper
38
Journal of banking & finance
36
International journal of production research
35
Econometric reviews
34
International review of financial analysis
34
The North American journal of economics and finance : a journal of financial economics studies
28
Journal of empirical finance
26
Reihe Quantitative Ökonomie : Ökon
23
Computational economics
21
International journal of theoretical and applied finance
21
Journal of the American Statistical Association : JASA
21
Quantitative finance
21
Working paper
21
Applied economics letters
20
Journal of risk and financial management : JRFM
20
SFB 649 Discussion Paper
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Discussion paper / Center for Economic Research, Tilburg University
19
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
19
ECARES working paper
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
Europäische Hochschulschriften / 5
19
The European journal of finance
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Discussion paper
18
International review of economics & finance : IREF
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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63
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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
Measuring systemic risk with high-frequency data : a realized GARCH approach
Chen, Qihao
;
Huang, Zhuo
;
Liang, Fang
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472723
Saved in:
3
Structural and predictive analyses with a mixed copula-based vector autoregression model
Woraphon Yamaka
;
Gupta, Rangan
;
Sukrit Thongkairat
; …
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 223-239
Persistent link: https://www.econbiz.de/10014292148
Saved in:
4
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
5
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency
multivariate
singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
6
Coherent measure of portfolio risk
Ardakani, Omid M.
- In:
Finance research letters
57
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014525068
Saved in:
7
A state-dependent linear recurrent formula with application to time series with structural breaks
Rahmani, Donya
;
Fay, Damien
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 43-63
Persistent link: https://www.econbiz.de/10012796267
Saved in:
8
Cryptocurrency portfolio optimization with
multivariate
normal tempered stable processes and Foster-Hart risk
Kurosaki, Tetsuo
;
Kim, Young Shin
- In:
Finance research letters
45
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014576824
Saved in:
9
The global latent factor and international index futures returns predictability
Chang, Shu-Lien
;
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 514-538
Persistent link: https://www.econbiz.de/10013166158
Saved in:
10
Copula approach to market volatility and technology stocks dependence
Rašiová, Barbara
;
Árendáš, Peter
- In:
Finance research letters
52
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014472041
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