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~isPartOf:"Quantitative finance"
~subject:"Prognoseverfahren"
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Prognoseverfahren
Theorie
516
Theory
516
Portfolio selection
132
Portfolio-Management
132
Forecasting model
99
Time series analysis
96
Zeitreihenanalyse
96
Volatility
93
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93
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Borup, Daniel
4
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Christiansen, Charlotte
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Creamer Guillén, Germán
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Hwang, Ruey-Ching
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Kjær, Mads Markvart
2
Kruse, Robinson
2
Liu, Li
2
Lunde, Asger
2
Patton, Andrew J.
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Bu, Ruijun
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CREATES research paper
Quantitative finance
International journal of forecasting
735
Journal of forecasting
446
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
144
Journal of econometrics
130
European journal of operational research : EJOR
114
Discussion paper / Centre for Economic Policy Research
103
NBER working paper series
98
NBER Working Paper
96
Computational economics
92
Discussion paper / Tinbergen Institute
92
Working paper / National Bureau of Economic Research, Inc.
92
Economics letters
87
Economic modelling
86
Finance research letters
85
Working paper
83
Energy economics
81
Applied economics
80
Applied economics letters
78
Journal of empirical finance
77
Technological forecasting & social change : an international journal
74
Working paper / Department of Econometrics and Business Statistics, Monash University
74
Risks : open access journal
71
Journal of applied econometrics
67
Working paper series / European Central Bank
67
ECB Working Paper
66
Management science : journal of the Institute for Operations Research and the Management Sciences
66
Journal of banking & finance
62
CESifo working papers
61
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
61
International journal of production economics
53
Journal of economic dynamics & control
53
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
53
Finance and economics discussion series
52
IMF working papers
51
The European journal of finance
51
Journal of international money and finance
50
The North American journal of economics and finance : a journal of financial economics studies
50
International review of financial analysis
47
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ECONIS (ZBW)
99
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1
Model-based approach for scenario design : stress test severity and banks' resiliency
Barbieri, Paolo Nicola
;
Lusignani, Giuseppe
;
Prosperi, …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1927-1954
Persistent link: https://www.econbiz.de/10013367962
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2
Forecasting with universal approximators and a learning algorithm
Bredahl Kock, Anders
-
2009
Persistent link: https://www.econbiz.de/10003849546
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3
Forecasting autoregressive time series under changing persistence
Kruse, Robinson
-
2010
Persistent link: https://www.econbiz.de/10003988288
Saved in:
4
The model confidence set
Hansen, Peter Reinhard
;
Lunde, Asger
;
Nason, James Michael
-
2010
Persistent link: https://www.econbiz.de/10008780026
Saved in:
5
Forecasting covariance matrices : a mixed frequency approach
Halbleib, Roxana
;
Voev, Valeri
-
2011
Persistent link: https://www.econbiz.de/10008807445
Saved in:
6
A comprehensive look at financial volatility prediction by economic variables
Christiansen, Charlotte
;
Schmeling, Maik
;
Schrimpf, Andreas
-
2010
Persistent link: https://www.econbiz.de/10008651643
Saved in:
7
The role of dynamic specification in forecasting volatility in the presence of jumps and noisy high-frequency data
Varneskov, Rasmus Tangsgaard
-
2010
Persistent link: https://www.econbiz.de/10008651714
Saved in:
8
The log-linear return approximation, bubbles, and predictability
Engsted, Tom
;
Pedersen, Thomas Q.
;
Tanggaard, Carsten
-
2010
Persistent link: https://www.econbiz.de/10008651718
Saved in:
9
The forecast performance of competing implied volatility measures : the case of individual stocks
Tsiaras, Leonidas
-
2010
Persistent link: https://www.econbiz.de/10008651738
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10
Utility-based forecast evaluation with multiple decision rules and a new maxmin rule
Lukas, Manuel
-
2011
Persistent link: https://www.econbiz.de/10009382613
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