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~person:"Diebold, Francis X."
~person:"Satchell, Stephen"
~person:"Songsak Sriboonchitta"
~person:"Timmermann, Allan"
~subject:"CAPM"
~subject:"Capital income"
~subject:"Portfolio selection"
~subject:"Prognoseverfahren"
~subject:"Risiko"
~subject:"Strategisches Management"
~subject:"Volatilität"
~type_genre:"Book section"
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Diebold, Francis X.
Satchell, Stephen
Songsak Sriboonchitta
Timmermann, Allan
Fabozzi, Frank J.
26
Lee, Cheng F.
13
Račev, Svetlozar T.
11
Buckley, Peter J.
9
Chiarella, Carl
9
Mintzberg, Henry
9
Zopounidis, Constantin
9
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8
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7
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6
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6
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He, Xue-zhong
6
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Horváth, Péter
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6
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6
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5
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5
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Handbook of economic forecasting ; Vol. 1
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ECONIS (ZBW)
24
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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
The most entropic canonical copula with an application to "style" investment
Chu, Ba
;
Satchell, Stephen
- In:
Asymmetric dependence in finance : diversification, …
,
(pp. 221-262)
.
2018
Persistent link: https://www.econbiz.de/10011978516
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
Evaluation of portfolio returns in Fama-French model using quantile regression under asymmetric Laplace distribution
Kittawit Autchariyapanitkul
;
Somsak Chanaim
;
Songsak …
- In:
Econometrics of risk
,
(pp. 233-244)
.
2015
Persistent link: https://www.econbiz.de/10010498535
Saved in:
10
Quantile regression under asymmetric Laplace distribution in capital asset pricing model
Kittawit Autchariyapanitkul
;
Somsak Chanaim
;
Songsak …
- In:
Econometrics of risk
,
(pp. 219-231)
.
2015
Persistent link: https://www.econbiz.de/10010498537
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