//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International journal of forecasting"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Empirical asset return distrib...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Forecasting model
154
Prognoseverfahren
154
Capital income
103
Kapitaleinkommen
103
Theorie
94
Theory
94
Statistical distribution
83
Statistische Verteilung
83
Volatility
57
Volatilität
57
ARCH model
45
ARCH-Modell
45
Estimation
43
Schätzung
43
Time series analysis
40
Zeitreihenanalyse
40
Risikomaß
30
Risk measure
30
Forecast
25
Börsenkurs
24
Prognose
24
Share price
24
Portfolio selection
19
Portfolio-Management
19
Aktienmarkt
16
Estimation theory
16
Forecasting
16
Schätztheorie
16
Stock market
16
Realized volatility
15
USA
14
United States
14
Bayes-Statistik
12
Bayesian inference
12
Probability theory
11
VAR model
11
VAR-Modell
11
Wahrscheinlichkeitsrechnung
11
Financial analysis
10
Finanzanalyse
10
more ...
less ...
Online availability
All
Undetermined
112
Free
2
Type of publication
All
Article
175
Type of publication (narrower categories)
All
Article in journal
175
Aufsatz in Zeitschrift
175
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
175
Author
All
González-Rivera, Gloria
6
Clements, Michael P.
4
Timmermann, Allan
4
Catania, Leopoldo
3
Dijk, Dick van
3
Olmo, Jose
3
Taleb, Nassim Nicholas
3
Taylor, James W.
3
Alexander, Carol
2
Arroyo, Javier
2
Brown, Stephen J.
2
Chen, Cathy W. S.
2
Cipollini, Fabrizio
2
Clements, Adam
2
Dionne, Georges
2
Fuertes, Ana María
2
Gallo, Giampiero M.
2
Galvão, Ana Beatriz C.
2
Garratt, Anthony
2
Grassi, Stefano
2
Guerard, John Baynard
2
Hendry, David F.
2
Herwartz, Helmut
2
Liao, Yin
2
Lucas, André
2
Lyócsa, Štefan
2
McAleer, Michael
2
McMillan, David G.
2
Meng, Xiaochun
2
Mitchell, James
2
Naveau, Philippe
2
Opschoor, Anne
2
Ravazzolo, Francesco
2
Reade, J. James
2
Ruiz, Esther
2
Smith, Jeremy
2
Sun, Yingying
2
Taillardat, Maxime
2
Taylor, Stephen
2
Viceira, Luis M.
2
more ...
less ...
Published in...
All
International journal of forecasting
NBER working paper series
631
Finance research letters
616
Journal of banking & finance
605
Working paper / National Bureau of Economic Research, Inc.
600
International review of financial analysis
528
NBER Working Paper
486
Journal of financial economics
461
Journal of empirical finance
405
The journal of finance : the journal of the American Finance Association
381
Pacific-Basin finance journal
374
Applied financial economics
365
International review of economics & finance : IREF
357
Applied economics
348
Applied economics letters
321
Journal of econometrics
298
Economics letters
283
The European journal of finance
269
The review of financial studies
269
The North American journal of economics and finance : a journal of financial economics studies
266
Review of quantitative finance and accounting
259
Journal of international financial markets, institutions & money
256
Journal of financial and quantitative analysis : JFQA
255
Research in international business and finance
242
Economic modelling
237
Insurance / Mathematics & economics
224
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
213
Management science : journal of the Institute for Operations Research and the Management Sciences
209
Discussion paper / Centre for Economic Policy Research
199
Journal of risk and financial management : JRFM
186
Discussion paper / Tinbergen Institute
182
International journal of economics and finance
182
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
177
Energy economics
176
The journal of real estate finance and economics
167
Research paper series / Swiss Finance Institute
163
Working paper
163
Investment management and financial innovations
157
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
156
The journal of asset management
151
more ...
less ...
Source
All
ECONIS (ZBW)
175
Showing
1
-
10
of
175
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Applied mean-ETL optimization in using earnings forecasts
Shao, Barret Pengyuan
;
Rachev, Svetlozar T.
;
Mu, Yu
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 561-567
Persistent link: https://www.econbiz.de/10011474402
Saved in:
2
Dynamics of financial returns densities : a functional approach applied to the Bovespa intraday index
Horta, Eduardo
;
Ziegelmann, Flávio A.
- In:
International journal of forecasting
34
(
2018
)
1
,
pp. 75-88
Persistent link: https://www.econbiz.de/10012030843
Saved in:
3
Forecasting daily return densities from intraday data : a multifractal approach
Hallam, Mark
;
Olmo, Jose
- In:
International journal of forecasting
30
(
2014
)
4
,
pp. 863-881
Persistent link: https://www.econbiz.de/10010517781
Saved in:
4
Dependence in credit default swap and equity markets : dynamic copula with Markov-switching
Fei, Fei
;
Fuertes, Ana María
;
Kalotychou, Elena
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 662-678
Persistent link: https://www.econbiz.de/10011746197
Saved in:
5
Comments on "A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices"
Carnero, M. Angeles
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 36-38
Persistent link: https://www.econbiz.de/10009580803
Saved in:
6
Efficient evaluation of multidimensional time-varying density forecasts, with applications to risk management
Polanski, Arnold
;
Stoja, Evarist
- In:
International journal of forecasting
28
(
2012
)
2
,
pp. 343-352
Persistent link: https://www.econbiz.de/10009581927
Saved in:
7
Observation-driven models for realized variances and overnight returns applied to value-at-risk and expected shortfall forecasting
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 622-633
Persistent link: https://www.econbiz.de/10012792858
Saved in:
8
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
9
Forecasting dynamic return distributions based on ordered binary choice
Anatolyev, Stanislav
;
Baruník, Jozef
- In:
International journal of forecasting
35
(
2019
)
3
,
pp. 823-835
Persistent link: https://www.econbiz.de/10012305181
Saved in:
10
Volatility and quantile forecasts by realized stochastic volatility models with generalized hyperbolic distribution
Takahashi, Makoto
;
Watanabe, Toshiaki
;
Omori, Yasuhiro
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 437-457
Persistent link: https://www.econbiz.de/10011597142
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->