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~isPartOf:"Finance research letters"
~isPartOf:"Journal of forecasting"
~person:"Ardia, David"
~person:"Gerlach, Richard"
~subject:"Prognoseverfahren"
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Prognoseverfahren
Bayes-Statistik
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Ardia, David
Gerlach, Richard
Chen, Cathy W. S.
4
Lin, Edward M. H.
4
Ma, Feng
3
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2
Gupta, Rangan
2
Legerstee, Rianne
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Lu, Xinjie
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Finance research letters
Journal of forecasting
International journal of forecasting
2
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Econometrics : open access journal
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Economics letters
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Journal of financial econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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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
Saved in:
2
The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models
Ardia, David
;
Kolly, Jeremy
;
Trottier, Denis‐Alexandre
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 808-823
Persistent link: https://www.econbiz.de/10011860735
Saved in:
3
Bayesian assessment of dynamic quantile forecasts
Gerlach, Richard
;
Chen, Cathy W. S.
;
Lin, Edward M. H.
- In:
Journal of forecasting
35
(
2016
)
8
,
pp. 751-764
Persistent link: https://www.econbiz.de/10011633826
Saved in:
4
Bayesian forecasting for financial risk management, pre and post the global financial crisis
Chen, Cathy W. S.
;
Gerlach, Richard
;
Lin, Edward M. H.
; …
- In:
Journal of forecasting
31
(
2012
)
8
,
pp. 661-687
Persistent link: https://www.econbiz.de/10009722645
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