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~isPartOf:"Energy economics"
~isPartOf:"Journal of econometrics"
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Bayesian Tail Risk Forecasting...
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Prognoseverfahren
Risk management
187
Risikomanagement
180
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168
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168
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147
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147
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119
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Ma, Feng
4
Blazsek, Szabolcs
3
Fan, Jianqing
3
Patton, Andrew J.
3
Herrera, Rodrigo
2
Ke, Rui
2
Kim, Donggyu
2
Liao, Yin
2
Liao, Yuan
2
Lyu, Yongjian
2
Medeiros, Marcelo C.
2
Monteros, Luis Antonio
2
Uniejewski, Bartosz
2
Weron, Rafał
2
Abuzayed, Bana
1
Al-Fayoumi, Nedal
1
Alam, Md. Samsul
1
Alizadeh-Masoodian, Amir H.
1
Andersen, Torben
1
Barigozzi, Matteo
1
Bollerslev, Tim
1
Borowska, Agnieszka
1
Bouri, Elie
1
Bunn, Derek W.
1
Byun, Suk Joon
1
Chang, Jianing
1
Chang, Matthew C.
1
Charfeddine, Lanouar
1
Chen, Rui
1
Chen, Yixiang
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Cheng, Mingmian
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Chevallier, Julien
1
Cho, Hangjun
1
Choo, Wei Chong
1
Cover, James Peery
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Dai, Chaoxing
1
Date, Paresh
1
Di Iorio, Francesca
1
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1
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Applied economics
Energy economics
Journal of econometrics
International journal of forecasting
60
Journal of forecasting
41
Finance research letters
32
Discussion paper / Tinbergen Institute
25
Risks : open access journal
22
Journal of empirical finance
20
Journal of financial econometrics
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
The North American journal of economics and finance : a journal of financial economics studies
19
International review of financial analysis
18
Journal of banking & finance
18
Journal of risk
16
Journal of risk and financial management : JRFM
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Quantitative finance
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The journal of risk model validation
15
European journal of operational research : EJOR
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Computational economics
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Journal of risk management in financial institutions
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Applied economics letters
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Economic modelling
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International review of economics & finance : IREF
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Econometric Institute research papers
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CFS working paper series
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Insurance / Mathematics & economics
8
Journal of economic dynamics & control
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of international financial markets, institutions & money
7
Pacific-Basin finance journal
7
Research in international business and finance
7
Research paper series / Swiss Finance Institute
7
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6
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6
International journal of finance & economics : IJFE
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1
Forecasting crude oil price volatility and value-at-risk : evidence from historical and recent data
Lux, Thomas
;
Segnon, Mawuli
;
Gupta, Rangan
- In:
Energy economics
56
(
2016
),
pp. 117-133
Persistent link: https://www.econbiz.de/10011663878
Saved in:
2
Validating forecasts of the joint probability density of bond yields : can affine models beat random walk?
Egorov, Alexej V.
;
Hong, Yongmiao
;
Li, Haitao
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 255-284
Persistent link: https://www.econbiz.de/10003376084
Saved in:
3
Energy risk management through self-exciting marked point process
Herrera, Rodrigo
- In:
Energy economics
38
(
2013
),
pp. 64-76
Persistent link: https://www.econbiz.de/10009763643
Saved in:
4
Score-driven Markov-switching EGARCH models : an application to systematic risk analysis
Blazsek, Szabolcs
;
Ho, Han-Chiang
;
Liu, Su-Ping
- In:
Applied economics
50
(
2018
)
56
,
pp. 6047-6060
Persistent link: https://www.econbiz.de/10012063386
Saved in:
5
Dynamic semiparametric models for expected shortfall (and Value-at-Risk)
Patton, Andrew J.
;
Ziegel, Johanna F.
;
Chen, Rui
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 388-413
Persistent link: https://www.econbiz.de/10012303806
Saved in:
6
Crude oil risk forecasting : new evidence from multiscale analysis approach
He, Kaijian
;
Tso, Kwok Fai Geoffrey
;
Zou, Yingchao
;
Liu, Jia
- In:
Energy economics
76
(
2018
),
pp. 574-583
Persistent link: https://www.econbiz.de/10011976731
Saved in:
7
The role of high-frequency data in volatility forecasting : evidence from the China stock market
Liu, Min
;
Lee, Chien-chiang
;
Choo, Wei Chong
- In:
Applied economics
53
(
2021
)
22
,
pp. 2500-2526
Persistent link: https://www.econbiz.de/10012501284
Saved in:
8
Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10012482776
Saved in:
9
Oil price volatility forecast with mixture memory
GARCH
Klein, Tony
;
Walther, Thomas
- In:
Energy economics
58
(
2016
),
pp. 46-58
Persistent link: https://www.econbiz.de/10011698485
Saved in:
10
Event-study analysis by using dynamic conditional score models
Blazsek, Szabolcs
;
Monteros, Luis Antonio
- In:
Applied economics
49
(
2017
)
45
,
pp. 4530-4541
Persistent link: https://www.econbiz.de/10011844230
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