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~subject:"Prognoseverfahren"
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Search: subject:"Stochastisches Modell "
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Prognoseverfahren
Stochastischer Prozess
16,620
Stochastic process
16,605
Theorie
9,319
Theory
9,319
Volatilität
3,791
Volatility
3,773
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3,188
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3,172
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2,053
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2,053
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1,457
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1,457
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1,409
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1,406
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1,371
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1,368
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1,003
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1,000
Markov-Kette
871
Markov chain
870
Risk
799
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796
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728
Statistical distribution
654
Statistische Verteilung
654
Börsenkurs
648
Forecasting model
646
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646
Derivat
641
Derivative
641
Monte-Carlo-Simulation
583
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580
USA
576
United States
576
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563
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559
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559
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556
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275
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355
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157
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145
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625
German
18
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2
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1
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Chan, Joshua
16
Clark, Todd E.
13
Schorfheide, Frank
12
Koopman, Siem Jan
11
Mertens, Elmar
10
Marcellino, Massimiliano
9
McAleer, Michael
9
Shin, Minchul
9
Zhang, Bo
9
Asai, Manabu
8
Lütkepohl, Helmut
8
Caporin, Massimiliano
7
Carriero, Andrea
7
Christopeit, Norbert
7
Craig, Ben R.
7
Cross, Jamie
7
Massmann, Michael
7
Corsi, Fulvio
6
Diebold, Francis X.
6
Gupta, Rangan
6
Koop, Gary
6
Nason, James Michael
6
Renò, Roberto
6
Chan, Joshua C. C.
5
Eisenstat, Eric
5
Hou, Chenghan
5
Huber, Florian
5
Kryshko, Maxym
5
Pirino, Davide
5
Swanson, Norman R.
5
Bao Hoang Nguyen
4
Keller, Joachim G.
4
Martin, Gael M.
4
Ooms, Marius
4
Poon, Aubrey
4
Segnon, Mawuli
4
Yu, Jun
4
Benati, Luca
3
Brüggemann, Ralf
3
Croux, Christophe
3
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National Bureau of Economic Research
3
European University Institute / Department of Law
2
Agricultural Land Markets - Efficiency and Regulation
1
Alaska / Dept. of Labor / Research and Analysis Section
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
European University Institute / Department of Economics
1
Federal Reserve Bank of Cleveland
1
University of Canterbury / Dept. of Economics and Finance
1
University of Exeter / Department of Economics
1
Zentrum für Europäische Wirtschaftsforschung
1
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International journal of forecasting
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Journal of econometrics
16
Journal of forecasting
16
Risks : open access journal
14
Discussion paper / Tinbergen Institute
13
CAMA working paper series
12
European journal of operational research : EJOR
10
Working paper
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Quantitative finance
7
Working paper / Department of Econometrics and Business Statistics, Monash University
7
Energy economics
6
Insurance / Mathematics & economics
6
CAMA Working Paper
5
Econometric reviews
5
Economic modelling
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of theoretical and applied finance
5
Journal of risk and financial management : JRFM
5
Applied economics
4
Discussion paper
4
Econometrics : open access journal
4
Economics letters
4
Federal Reserve Bank of Cleveland working paper series
4
International review of financial analysis
4
Journal of economic dynamics & control
4
Journal of empirical finance
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
ASTIN bulletin : the journal of the International Actuarial Association
3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
3
Annals of finance
3
Applied financial economics
3
CREATES research paper
3
Computational economics
3
Discussion paper / Center for Economic Research, Tilburg University
3
Discussion paper / Deutsche Bundesbank
3
EUI working paper
3
Finance research letters
3
International Journal of Energy Economics and Policy : IJEEP
3
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ECONIS (ZBW)
646
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81
Physics-informed Gaussian process regression for states estimation and forecasting in power grids
Tartakovsky, Alexandre M.
;
Ma, Tong
;
Barajas-Solano, …
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 967-980
Persistent link: https://www.econbiz.de/10014465184
Saved in:
82
Nowcasting GDP with a pool of factor models and a fast estimation algorithm
Eraslan, Sercan
;
Schröder, Maximilian
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1460-1476
Persistent link: https://www.econbiz.de/10014465295
Saved in:
83
A mathematical programming-based solution method for the nonstationary inventory problem under correlated demand
Xiang, Mengyuan
;
Rossi, Roberto
;
Martin-Barragan, Belen
; …
- In:
European journal of operational research : EJOR
304
(
2023
)
2
,
pp. 515-524
Persistent link: https://www.econbiz.de/10013534539
Saved in:
84
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
85
Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
Options - 45 years since the publication of the …
,
(pp. 127-172)
.
2023
Persistent link: https://www.econbiz.de/10014366596
Saved in:
86
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
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87
Corporate financing policies, financial leverage, and stock returns
Claassen, Bart
;
Dam, Lammertjan
;
Heijnen, Pim
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486272
Saved in:
88
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
Saved in:
89
The role of jumps in realized volatility modeling and forecasting
Caporin, Massimiliano
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1143-1168
Persistent link: https://www.econbiz.de/10014391446
Saved in:
90
Multi-period dynamic bond portfolio optimization utilizing a stochastic interest rate model
Shimai, Yoshiyuki
;
Makimoto, Naoki
- In:
Asia Pacific financial markets
30
(
2023
)
4
,
pp. 817-844
Persistent link: https://www.econbiz.de/10014391968
Saved in:
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