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~isPartOf:"Reihe Quantitative Ökonomie : Ökon"
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Journal of forecasting
Reihe Quantitative Ökonomie : Ökon
Statistical Papers / Springer
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30
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18
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ECONIS (ZBW)
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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
Portfolio optimization based on forecasting models using vine copulas : an empirical assessment for global financial crises
Sahamkhadam, Maziar
;
Stephan, Andreas
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2139-2166
Persistent link: https://www.econbiz.de/10014432866
Saved in:
3
A new model for forecasting VaR and ES using intraday returns aggregation
Song, Shijia
;
Li, Handong
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1039-1054
Persistent link: https://www.econbiz.de/10014338800
Saved in:
4
A comparison of Range Value at Risk (RVaR) forecasting models
Müller, Fernanda Maria
;
Gössling, Thalles Weber
; …
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 509-543
Persistent link: https://www.econbiz.de/10014532345
Saved in:
5
Analyzing and modeling
multivariate
association : statistical measures and pair-copula constructions
Schnieders, Julius
-
2013
-
1. Aufl.
Persistent link: https://www.econbiz.de/10013360883
Saved in:
6
Multivariate
Modellierung der Renditen von Asset-Klassen auf Basis von Copulas mit Anwendungen im Risikomanagement
Jensen, Sören
-
2012
Persistent link: https://www.econbiz.de/10013360909
Saved in:
7
Forecasting based on decomposed financial return series : a wavelet analysis
Berger, Theo
- In:
Journal of forecasting
35
(
2016
)
5
,
pp. 419-433
Persistent link: https://www.econbiz.de/10011580976
Saved in:
8
Dynamic copulas for finance : an application to portfolio risk calculation
Braun, Valentin
-
2011
-
1. Aufl.
Persistent link: https://www.econbiz.de/10009152690
Saved in:
9
Backtesting aggregate risk
Danciulescu, Cristina
- In:
Journal of forecasting
35
(
2016
)
4
,
pp. 285-307
Persistent link: https://www.econbiz.de/10011580763
Saved in:
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