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~person:"Bellalah, Mondher"
~person:"Diebold, Francis X."
~person:"Härdle, Wolfgang"
~person:"Songsak Sriboonchitta"
~person:"Timmermann, Allan"
~subject:"CAPM"
~subject:"Capital income"
~subject:"Nichtparametrisches Verfahren"
~subject:"Portfolio selection"
~subject:"Prognoseverfahren"
~subject:"Risiko"
~subject:"Schätzung"
~subject:"Strategisches Management"
~subject:"Volatilität"
~type:"article"
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CAPM
Capital income
Nichtparametrisches Verfahren
Portfolio selection
Prognoseverfahren
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Schätzung
Strategisches Management
Volatilität
Theorie
239
Theory
239
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162
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Bellalah, Mondher
Diebold, Francis X.
Härdle, Wolfgang
Songsak Sriboonchitta
Timmermann, Allan
Fabozzi, Frank J.
91
Gupta, Rangan
59
Satchell, Stephen
54
Franses, Philip Hans
50
Gollier, Christian
48
Clements, Michael P.
44
Jarrow, Robert A.
44
Madan, Dilip B.
42
Eeckhoudt, Louis R.
41
Caporale, Guglielmo Maria
38
Gil-Alaña, Luis A.
37
Wong, Wing Keung
37
Serletis, Apostolos
35
Levy, Haim
34
Hendry, David F.
33
Linton, Oliver
33
McAleer, Michael
33
Bollerslev, Tim
32
Korn, Ralf
32
Barnett, William A.
31
Campbell, John Y.
31
Herwartz, Helmut
31
Kumbhakar, Subal
31
Moosa, Imad A.
31
Phillips, Peter C. B.
31
Pierdzioch, Christian
31
Račev, Svetlozar T.
31
Ghysels, Eric
30
Koopman, Siem Jan
30
Markowitz, Harry
30
Swanson, Norman R.
30
Chavas, Jean-Paul
29
Escobar, Marcos
29
Tsionas, Efthymios G.
29
Ferson, Wayne E.
28
Petropoulos, Fotios
28
Renault, Eric
28
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Journal of econometrics
17
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11
International journal of forecasting
10
Econometrics of risk
7
Economics letters
5
Computational economics
4
International journal of business
4
Journal of the American Statistical Association : JASA
4
The review of economic studies
4
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3
Finance India : the quarterly journal of Indian Institute of Finance
3
International economic review
3
Journal of applied econometrics
3
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Journal of forecasting
3
The journal of finance : the journal of the American Finance Association
3
The review of economics and statistics
3
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
2
Applied quantitative finance
2
Decision making and risk/return optimization in financial economics
2
Digital finance : smart data analytics, investment innovation, and financial technology
2
Econometric reviews
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
2
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
2
Journal of economic dynamics & control
2
Risk management decisions and value under uncertainty
2
Robustness in econometrics
2
The North American journal of economics and finance : a journal of financial economics studies
2
The economic journal : the journal of the Royal Economic Society
2
The journal of business : B
2
The review of financial studies
2
6th International Finance Conference on Financial Crisis and Governance
1
Applied quantitative finance : theory and computational tools
1
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
Economic policy : a European forum
1
Economic policy review
1
Economics essays : a Festschrift for Werner Hildenbrand
1
Finance and stochastics
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ECONIS (ZBW)
164
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1
An AI approach to measuring financial risk
Yu, Lining
;
Härdle, Wolfgang
;
Borke, Lukas
;
Benschop, Thijs
- In:
The Singapore economic review
68
(
2023
)
5
,
pp. 1529-1549
Persistent link: https://www.econbiz.de/10014436192
Saved in:
2
On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
Saved in:
3
An optimal portfolio and consumption problem with a benchmark and partial information
Bellalah, Mondher
;
Zhang, Detao
;
Zhang, Panpan
- In:
Mathematics and financial economics
17
(
2023
)
1
,
pp. 127-152
Persistent link: https://www.econbiz.de/10014226256
Saved in:
4
Financial Risk Meter for emerging markets
Ben Amor, Souhir
;
Althof, Michael
;
Härdle, Wolfgang
- In:
Research in international business and finance
60
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013411139
Saved in:
5
On the evolution of US temperature dynamics
Diebold, Francis X.
;
Rudebusch, Glenn D.
- In:
Essays in honor of M. Hashem Pesaran : prediction and …
,
(pp. 9-28)
.
2022
Persistent link: https://www.econbiz.de/10013201751
Saved in:
6
Gains from switching between forecasts
Timmermann, Allan
;
Zhu, Yinchu
- In:
Essays in honor of M. Hashem Pesaran : prediction and …
,
(pp. 99-116)
.
2022
Persistent link: https://www.econbiz.de/10013201834
Saved in:
7
General equilibrium with heterogeneous participants and continuous consumption with information costs and short selling constraints
Bellalah, Mondher
;
Guo, Xu
;
Wu, Shuo
;
Zhang, Detao
- In:
Risk management decisions and value under uncertainty
,
(pp. 713-732)
.
2022
Persistent link: https://www.econbiz.de/10013341977
Saved in:
8
Long term optimal investment with regime switching : inflation, information and short sales
Bellalah, Mondher
;
Hakim, Akeb
;
Si, Kehan
;
Zhang, Detao
- In:
Risk management decisions and value under uncertainty
,
(pp. 1373-1386)
.
2022
Persistent link: https://www.econbiz.de/10013342122
Saved in:
9
VCRIX : a volatility index for crypto-currencies
Kim, Alisa
;
Trimborn, Simon
;
Härdle, Wolfgang
- In:
International review of financial analysis
78
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013254312
Saved in:
10
Risk-constrained Kelly portfolios under alpha-stable laws
Wesselhöfft, Niels
;
Härdle, Wolfgang
- In:
Computational economics
55
(
2020
)
3
,
pp. 801-826
Persistent link: https://www.econbiz.de/10012223676
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