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~person:"Diebold, Francis X."
~person:"Overbeck, Ludger"
~person:"Songsak Sriboonchitta"
~person:"Timmermann, Allan"
~subject:"Capital income"
~subject:"Portfolio selection"
~subject:"Prognoseverfahren"
~subject:"Risiko"
~subject:"Strategisches Management"
~subject:"Volatilität"
~type_genre:"Book section"
~type_genre:"Konferenzschrift"
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Capital income
Portfolio selection
Prognoseverfahren
Risiko
Strategisches Management
Volatilität
Theorie
34
Theory
34
Portfolio-Management
10
Forecasting model
8
Credit risk
6
Estimation
6
Kreditrisiko
6
Schätzung
6
Time series analysis
6
Zeitreihenanalyse
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CAPM
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Risikomaß
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Risk
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Risk measure
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USA
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20
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Diebold, Francis X.
Overbeck, Ludger
Songsak Sriboonchitta
Timmermann, Allan
Fabozzi, Frank J.
24
Račev, Svetlozar T.
11
Horváth, Péter
10
Satchell, Stephen
10
Zopounidis, Constantin
10
Buckley, Peter J.
9
Mintzberg, Henry
9
Chiarella, Carl
8
Locarek-Junge, Hermann
8
Samuelson, Paul Anthony
8
Burmann, Christoph
7
Casson, Mark
7
Ermolʹev, Jurij M.
7
Maurer, Raimond
7
Merton, Robert C.
7
Poddig, Thorsten
7
Rehkugler, Heinz
7
Zeliaś, Aleksander J.
7
Barnett, William A.
6
Bellalah, Mondher
6
Chichilnisky, Graciela
6
Foschiani, Stefan
6
Hinterhuber, Hans H.
6
Härdle, Wolfgang
6
Lambert, Douglas M.
6
Lechner, Christoph
6
Makowski, Marek
6
Markowitz, Harry
6
Ortobelli, Sergio
6
Proff, Heike
6
Teece, David J.
6
Verbeke, Alain
6
Zahn, Erich
6
Ziemba, William T.
6
Ansoff, Harry Igor
5
Bamberg, Günter
5
Bamberger, Ingolf
5
Beltratti, Andrea
5
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Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
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6
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4
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
2
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
Handbook of economic forecasting ; Vol. 1
1
Journal of econometrics
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Measuring risk in complex stochastic systems
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Robustness in econometrics
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ECONIS (ZBW)
20
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1
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:
2
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:
3
Risk measurement with spectral capital allocation
Overbeck, Ludger
;
Sokolova, M.
- In:
Applied quantitative finance
,
(pp. 93-111)
.
2017
Persistent link: https://www.econbiz.de/10011794955
Saved in:
4
Stress testing in credit portfolio models
Kalkbrener, M.
;
Overbeck, Ludger
- In:
Applied quantitative finance
,
(pp. 153-176)
.
2017
Persistent link: https://www.econbiz.de/10011794959
Saved in:
5
Term structure of loss cascades in portfolio securitisation
Overbeck, Ludger
;
Wagner, Christoph
- In:
Applied quantitative finance
,
(pp. 207-221)
.
2017
Persistent link: https://www.econbiz.de/10011794963
Saved in:
6
Forecasting cash holding with cash deposit using time series approaches
Kobpongkit Navapan
;
Liu, Jianxu
;
Songsak Sriboonchitta
- In:
Robustness in econometrics
,
(pp. 501-510)
.
2017
Persistent link: https://www.econbiz.de/10011801810
Saved in:
7
Estimating oil price value at risk using belief functions
Phochanachan, Panisara
;
Sirisrisakulchai, Jirakom
; …
- In:
Econometrics of risk
,
(pp. 377-389)
.
2015
Persistent link: https://www.econbiz.de/10010498515
Saved in:
8
Risk, return and international portfolio analysis : entropy and linear belief functions
Apiwat Ayusuk
;
Songsak Sriboonchitta
- In:
Econometrics of risk
,
(pp. 319-328)
.
2015
Persistent link: https://www.econbiz.de/10010498519
Saved in:
9
Optimal portfolio selection using maximum entropy estimation accounting for the firm specific characteristics
Gong, Xue
;
Songsak Sriboonchitta
- In:
Econometrics of risk
,
(pp. 305-318)
.
2015
Persistent link: https://www.econbiz.de/10010498520
Saved in:
10
Forecasting risk and returns : CAPM model with belief functions
Sutthiporn Piamsuwannakit
;
Songsak Sriboonchitta
- In:
Econometrics of risk
,
(pp. 259-271)
.
2015
Persistent link: https://www.econbiz.de/10010498527
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