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~isPartOf:"International journal of forecasting"
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Risikomaß
59
Risk measure
59
Forecasting model
49
Prognoseverfahren
49
Theorie
33
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Statistical distribution
25
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International journal of forecasting
Insurance / Mathematics & economics
335
Journal of banking & finance
182
Journal of risk
123
European journal of operational research : EJOR
120
Risks : open access journal
116
Finance research letters
112
SpringerLink / Bücher
106
International review of financial analysis
81
Economic modelling
74
Energy economics
74
Discussion paper / Tinbergen Institute
70
The North American journal of economics and finance : a journal of financial economics studies
68
The journal of risk model validation
67
Quantitative finance
62
Lecture notes in economics and mathematical systems : LNEMS
61
International journal of theoretical and applied finance
60
Journal of empirical finance
56
Journal of risk and financial management : JRFM
56
Lehrbuch
55
Applied economics
54
Wiley finance series
53
Finance and stochastics
50
Computational economics
47
Journal of risk management in financial institutions
47
The journal of operational risk
47
Journal of economic dynamics & control
46
Journal of forecasting
42
Journal of econometrics
41
SFB 649 discussion paper
41
The European journal of finance
41
International review of economics & finance : IREF
40
Scandinavian actuarial journal
40
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
39
Research paper series / Swiss Finance Institute
39
Working paper
39
Research in international business and finance
37
Working paper / National Bureau of Economic Research, Inc.
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Discussion paper / Centre for Economic Policy Research
34
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ECONIS (ZBW)
59
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1
On the statistical differences between binary forecasts and real-world payoffs
Taleb, Nassim Nicholas
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1228-1240
Persistent link: https://www.econbiz.de/10012546083
Saved in:
2
Using extreme value theory to measure value-at-risk for daily electricity spot prices
Kam Fong Chan
;
Gray, Philip K.
- In:
International journal of forecasting
22
(
2006
)
2
,
pp. 283-300
Persistent link: https://www.econbiz.de/10003315660
Saved in:
3
On forecasting daily stock volatility : the role of intraday information and market conditions
Fuertes, Ana María
;
Izzeldin, Marwan
;
Kalotychou, Elena
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 259-281
Persistent link: https://www.econbiz.de/10003870053
Saved in:
4
The information content of the Bond-Equity Yield Ratio : better than a random walk?
Giot, Pierre
;
Petitjean, Mikael
- In:
International journal of forecasting
23
(
2007
)
2
,
pp. 289-305
Persistent link: https://www.econbiz.de/10003483819
Saved in:
5
Bayesian forecasting of Value at Risk and Expected Shortfall using adaptive importance sampling
Hoogerheide, Lennart
;
Dijk, Herman K. van
- In:
International journal of forecasting
26
(
2010
)
2
,
pp. 231-247
Persistent link: https://www.econbiz.de/10003980297
Saved in:
6
Evaluating the accuracy of value-at-risk forecasts : new multilevel tests
Leccadito, Arturo
;
Boffelli, Simona
;
Urga, Giovanni
- In:
International journal of forecasting
30
(
2014
)
2
,
pp. 206-216
Persistent link: https://www.econbiz.de/10010510949
Saved in:
7
The modeling and forecasting of extreme events in electricity spot markets
Herrera, Rodrigo
;
González, Nicolás
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 477-490
Persistent link: https://www.econbiz.de/10010511552
Saved in:
8
Forecasting systemic impact in financial networks
Hautsch, Nikolaus
;
Schaumburg, Julia
;
Schienle, Melanie
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 781-794
Persistent link: https://www.econbiz.de/10010515583
Saved in:
9
Ranking the predictive performances of Value-at-Risk estimation methods
Şener, Emrah
;
Baronyan, Sayad
;
Mengütürk, Levent Ali
- In:
International journal of forecasting
28
(
2012
)
4
,
pp. 849-873
Persistent link: https://www.econbiz.de/10009658302
Saved in:
10
Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range
Chen, Cathy W. S.
;
Gerlach, Richard
;
Hwang, Bruce B. K.
; …
- In:
International journal of forecasting
28
(
2012
)
3
,
pp. 557-574
Persistent link: https://www.econbiz.de/10009658352
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