//--> //--> //-->
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:"Journal of forecasting"
~person:"Baruník, Jozef"
~person:"Colletaz, Gilbert"
~person:"Dijk, Herman K. van"
~person:"Hong, Yongmiao"
~person:"McAleer, Michael"
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~person:"Shogren, Jason F."
~subject:"Portfolio selection"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Bibliografie"
~type_genre:"Book section"
~type_genre:"Working Paper"
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:
Narrow search
Delete all filters
| 15 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Forecasting model
9
Prognoseverfahren
9
Portfolio-Management
6
Risikomaß
5
Risk measure
5
Theorie
5
Theory
5
ARCH model
3
ARCH-Modell
3
Basel Accord
3
Basler Akkord
3
Bayes-Statistik
1
Bayesian inference
1
Capital income
1
Correlation
1
Europa
1
Europe
1
Financial crisis
1
Financial services
1
Finanzdienstleistung
1
Finanzkrise
1
Frühindikator
1
Kapitaleinkommen
1
Kaufkraftparität
1
Korrelation
1
Leading indicator
1
Measurement
1
Messung
1
Modellierung
1
Multivariate Analyse
1
Multivariate analysis
1
Multivariate volatility
1
Neural networks
1
Neuronale Netze
1
Nichtlineare Dynamik
1
Nonlinear dynamics
1
Purchasing power parity
1
Risiko
1
Risikomanagement
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
Article
Bibliografie
Book section
Working Paper
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Baruník, Jozef
Colletaz, Gilbert
Dijk, Herman K. van
Hong, Yongmiao
McAleer, Michael
Moosa, Imad A.
Phillips, Peter C. B.
Shogren, Jason F.
Leippold, Markus
2
Pérez Amaral, Teodosio
2
Ai, Chunrong
1
Balbi, Pedro Paulo
1
Banulescu, Denisa
1
Bikker, Jacob A.
1
Brooks, Chris
1
Cenesizoglu, Tolga
1
Chang, Shu-Lien
1
Changchien, Chang-cheng
1
Chen, Yi-ting
1
Cheng, Yihan
1
Da Veiga, Bernardo
1
Dai, Xingyu
1
Dai, Zhifeng
1
De Nard, Gianluca
1
Echterling, Fabian
1
Fabozzi, Frank J.
1
Fang, Yan
1
Guerard, John Baynard
1
Gössling, Thalles Weber
1
Hadad Junior, Eli
1
Hall, Stephen G.
1
Han, Qingxiang
1
He, Mengxi
1
Hediger, Simon
1
Hoevenaars, Roy P. M. M.
1
Hoogerheide, Lennart
1
Hurlin, Christophe
1
Jimenez-Martin, Juan-Angel
1
Jiménez-Martín, Juan-Ángel
1
Kleijn, Richard
1
Lai, Yu-Sheng
1
Lau, Chi Keung
1
Lee, Hsiu-chuan
1
Li, Chenxing
1
more ...
less ...
Published in...
All
Journal of forecasting
Econometric Institute research papers
25
Discussion paper / Tinbergen Institute
15
Working paper
10
IES working paper
3
Journal of economic surveys
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics
2
Energy economics
2
International review of economics & finance : IREF
2
Journal of econometrics
2
Journal of risk and financial management : JRFM
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Annals of financial economics
1
Econometrics : open access journal
1
Economia internazionale
1
Economies : open access journal
1
Emerging markets and the global economy
1
International journal of forecasting
1
Journal of international financial markets, institutions & money
1
Managerial auditing journal
1
Risks : open access journal
1
The review of financial studies
1
Working paper / Norges Bank
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the modelling and forecasting of multivariate realized volatility : generalized heterogeneous autoregressive (GHAR) model
Čech, František
;
Baruník, Jozef
- In:
Journal of forecasting
36
(
2017
)
2
,
pp. 181-206
Persistent link: https://www.econbiz.de/10011729136
Saved in:
2
Forecasting high-frequency risk measures
Banulescu, Denisa
;
Colletaz, Gilbert
;
Hurlin, Christophe
; …
- In:
Journal of forecasting
35
(
2016
)
3
,
pp. 224-249
Persistent link: https://www.econbiz.de/10011580273
Saved in:
3
International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
- In:
Journal of forecasting
32
(
2013
)
3
,
pp. 267-288
Persistent link: https://www.econbiz.de/10009758640
Saved in:
4
A decision rule to minimize daily capital charges in forecasting value-at-risk
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
Journal of forecasting
29
(
2010
)
7
,
pp. 617-634
Persistent link: https://www.econbiz.de/10008935446
Saved in:
5
Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights
Hoogerheide, Lennart
;
Kleijn, Richard
;
Ravazzolo, Francesco
- In:
Journal of forecasting
29
(
2010
)
1/2
,
pp. 251-269
Persistent link: https://www.econbiz.de/10003951847
Saved in:
6
Single-index and portfolio models for forecasting value-at-risk thresholds
McAleer, Michael
;
Da Veiga, Bernardo
- In:
Journal of forecasting
27
(
2008
)
3
,
pp. 217-235
Persistent link: https://www.econbiz.de/10003738590
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->