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~subject:"Konferenz"
~subject:"Prognoseverfahren"
~subject:"Welt"
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Konferenz
Prognoseverfahren
Welt
Stochastic process
219
Stochastischer Prozess
219
Theorie
107
Theory
107
Volatility
104
Volatilität
104
Time series analysis
70
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Diebold, Francis X.
2
Asai, Manabu
1
Bollerslev, Tim
1
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1
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1
Chan, Joshua C. C.
1
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1
Cheng, Ai-ru Meg
1
Choi, Yongok
1
Clark, Todd E.
1
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1
Cross, Jamie
1
Cui, Xiangyu
1
Duong, Diep
1
Gallant, A. Ronald
1
Hajargasht, Gholamreza
1
Hallin, Marc
1
Hou, Chenghan
1
Jacewitz, Stefan
1
Ji, Chuanshu
1
Jiménez-Martín, Juan-Ángel
1
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1
Koop, Gary
1
La Vecchia, Davide
1
Lee, Beom S.
1
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1
Lu, Zhiping
1
Maasoumi, Esfandiar
1
Marcellino, Massimiliano
1
McAleer, Michael
1
Paolella, Marc S.
1
Park, Joon Y.
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1
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1
Polak, Pawel
1
Poon, Aubrey
1
Prasada Rao, D. S.
1
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1
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Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
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Journal of econometrics
Wirtschaftswissenschaft
31
International journal of forecasting
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
The journal of structured finance
18
Review of Pacific Basin financial markets and policies
17
Energy economics
16
Journal of forecasting
16
SpringerLink / Bücher
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Discussion paper / Tinbergen Institute
15
Revue économique : revue bimestrielle
14
Risks : open access journal
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European economic review : EER
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CAMA working paper series
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Zeitschrift für Bibliothekswesen und Bibliographie : vereinigt mit Zentralblatt für Bibliothekswesen ; ZfBB ; Organ des wissenschaftlichen Bibliothekswesens
12
European journal of operational research : EJOR
11
The journal of economic history
11
Das Feuer großer Gruppen : Konzepte, Designs, Praxisbeispiele für Großveranstaltungen
10
Economic modelling
10
Schriftenreihe der Deutschen Verkehrswissenschaftlichen Gesellschaft / B
10
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9
Beiträge zur Hochschulpolitik
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Cahiers de droit fiscal international
8
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8
Discussion paper / Centre for Economic Policy Research
8
Journal of business communication : JBC
8
Working paper / National Bureau of Economic Research, Inc.
8
Congress of the International Fiscal Association
7
Discussion paper / Department of Economics, The University of Western Australia
7
EBSCOhost eBook Collection
7
Insurance / Mathematics & economics
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Loccumer Protokolle
7
Quantitative finance
7
Working paper / Department of Econometrics and Business Statistics, Monash University
7
Zeitschrift für Bibliothekswesen und Bibliographie / Sonderhefte : ZfBB ; Organ des Vereins Deutscher Bibliothekare u. des Vereins der Diplom-Bibliothekare an Wissenschaftlichen Bibliotheken
7
Applied economics
6
Europäische Rundschau : Vierteljahreszeitschrift für Politik, Wirtschaft und Zeitgeschichte
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ECONIS (ZBW)
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1
A Gaussian approximation scheme for computation of option prices in stochastic volatility models
Cheng, Ai-ru Meg
;
Gallant, A. Ronald
;
Ji, Chuanshu
; …
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 44-58
Persistent link: https://www.econbiz.de/10003778206
Saved in:
2
Threshold bipower variation and the impact of jumps on volatility forecasting
Corsi, Fulvio
;
Pirino, Davide
;
Renò, Roberto
- In:
Journal of econometrics
159
(
2010
)
2
,
pp. 276-288
Persistent link: https://www.econbiz.de/10008840480
Saved in:
3
Moving average stochastic volatility models with application to inflation forecast
Chan, Joshua C. C.
- In:
Journal of econometrics
176
(
2013
)
2
,
pp. 162-172
Persistent link: https://www.econbiz.de/10009786503
Saved in:
4
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
5
Prediction of Lévy-driven CARMA processes
Brockwell, Peter J.
;
Lindner, Alexander
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 263-271
Persistent link: https://www.econbiz.de/10011504524
Saved in:
6
Threshold models in time series analysis : some reflections
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
Saved in:
7
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
8
A stochastic dominance approach to financial risk management strategies
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 472-485
Persistent link: https://www.econbiz.de/10011499744
Saved in:
9
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
10
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
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