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~isPartOf:"International journal of forecasting"
~language:"eng"
~subject:"Estimation theory"
~subject:"Kapitaleinkommen"
~subject:"Messung"
~subject:"Portfolio selection"
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Estimation theory
Kapitaleinkommen
Messung
Portfolio selection
Risikomaß
59
Risk measure
59
Forecasting model
49
Prognoseverfahren
49
Theorie
33
Theory
33
Statistical distribution
25
Statistische Verteilung
25
ARCH model
22
ARCH-Modell
22
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18
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11
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10
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9
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9
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7
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6
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English
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Lucas, André
2
Ardia, David
1
Baronyan, Sayad
1
Bianchi, Michele Leonardo
1
Bluteau, Keven
1
Boudt, Kris
1
Cardós, Manuel
1
Catania, Leopoldo
1
Clements, Adam
1
De Luca, Giovanni
1
Diks, Cees G. H.
1
Dionne, Georges
1
Fang, Hao
1
Fei, Fei
1
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1
Fu, Jin-Yu
1
Fuentes, Fernanda
1
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1
Giot, Pierre
1
Greenwood, David
1
Hao, Hong-Xia
1
Herrera, Rodrigo
1
Kalotychou, Elena
1
Kang, Kyu Ho
1
Karmakar, Madhusudan
1
Kim, Dongwhan
1
Kourentzes, Nikolaos
1
Lazar, Emese
1
Lin, Jin-Guan
1
Lin, Weidong
1
Meng, Xiaochun
1
Mengütürk, Levent Ali
1
Mucha-Kruczyński, Marcin
1
Omori, Yasuhiro
1
Opschoor, Anne
1
Paul, Samit
1
Petitjean, Mikael
1
Polanski, Arnold
1
Rice, Gregory
1
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International journal of forecasting
Insurance / Mathematics & economics
172
Journal of banking & finance
94
Journal of risk
82
European journal of operational research : EJOR
79
Finance research letters
64
Risks : open access journal
64
Quantitative finance
49
International review of financial analysis
46
The North American journal of economics and finance : a journal of financial economics studies
41
Economic modelling
38
The journal of risk model validation
38
Discussion paper / Tinbergen Institute
35
Journal of risk and financial management : JRFM
35
Applied economics
28
International journal of theoretical and applied finance
28
Journal of empirical finance
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Computational economics
27
Finance and stochastics
27
International review of economics & finance : IREF
26
Research in international business and finance
26
Journal of econometrics
25
The European journal of finance
25
Journal of economic dynamics & control
24
Journal of forecasting
24
Research paper series / Swiss Finance Institute
22
Energy economics
21
Mathematics and financial economics
21
Mathematics of operations research
21
Operations research
21
Scandinavian actuarial journal
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Journal of mathematical finance
19
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Journal of financial econometrics
18
Journal of international financial markets, institutions & money
18
Operations research letters
17
Working papers
17
The journal of asset management
16
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ECONIS (ZBW)
24
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date (oldest first)
1
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
2
Portfolio selection under non-gaussianity and systemic risk : a machine learning based forecasting approach
Lin, Weidong
;
Taamouti, Abderrahim
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1179-1188
Persistent link: https://www.econbiz.de/10014547268
Saved in:
3
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
4
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:
5
Volatility analysis for the GARCH-Itô-Jumps model based on high-frequency and low-frequency financial data
Fu, Jin-Yu
;
Lin, Jin-Guan
;
Hao, Hong-Xia
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1698-1712
Persistent link: https://www.econbiz.de/10014465345
Saved in:
6
Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe
;
Simonato, Jean-Guy
;
Dionne, Georges
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
Saved in:
7
Nonparametric expected shortfall forecasting incorporating weighted quantiles
Storti, Giuseppe
;
Wang, Chao
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 224-239
Persistent link: https://www.econbiz.de/10013347785
Saved in:
8
Observation-driven models for realized variances and overnight returns applied to
value-at-risk
and expected shortfall forecasting
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 622-633
Persistent link: https://www.econbiz.de/10012792858
Saved in:
9
Conditional
value-at-risk
forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
10
Comparing density forecasts in a risk management context
Diks, Cees G. H.
;
Fang, Hao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 531-551
Persistent link: https://www.econbiz.de/10012415217
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