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~isPartOf:"Quantitative finance"
~subject:"Forecasting model"
~subject:"Kapitaleinkommen"
~subject:"Wertpapierhandel"
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Forecasting model
Kapitaleinkommen
Wertpapierhandel
Theorie
305
Theory
305
Portfolio selection
129
Portfolio-Management
129
Stochastic process
54
Stochastischer Prozess
54
Prognoseverfahren
52
Volatility
50
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50
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Abergel, Frédéric
2
Chen, Jing
2
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Chen, Yi-Chi
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Cont, Rama
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Creamer Guillén, Germán
2
Endres, Sylvia
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2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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Cao, Yi
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Cattivelli, Luca
1
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Chen, Jingnan
1
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Forecasting Financial Markets Conference <23.>
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Quantitative finance
International journal of forecasting
719
Journal of forecasting
449
NBER working paper series
310
Working paper / National Bureau of Economic Research, Inc.
301
NBER Working Paper
265
Journal of banking & finance
203
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
183
Discussion paper / Centre for Economic Policy Research
173
Journal of empirical finance
166
Journal of econometrics
163
Finance research letters
160
Journal of financial economics
160
European journal of operational research : EJOR
136
Economics letters
129
The review of financial studies
129
Applied economics
128
Discussion paper / Tinbergen Institute
123
Journal of economic dynamics & control
118
Economic modelling
117
Management science : journal of the Institute for Operations Research and the Management Sciences
113
Computational economics
110
International review of financial analysis
107
The European journal of finance
106
The journal of finance : the journal of the American Finance Association
103
Working paper
101
Applied economics letters
98
International review of economics & finance : IREF
92
CESifo working papers
89
Risks : open access journal
84
Research paper series / Swiss Finance Institute
83
Energy economics
79
Journal of applied econometrics
78
Insurance / Mathematics & economics
75
Technological forecasting & social change : an international journal
75
The North American journal of economics and finance : a journal of financial economics studies
75
Working paper / Department of Econometrics and Business Statistics, Monash University
73
Journal of risk and financial management : JRFM
70
Finance and economics discussion series
69
Journal of international money and finance
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1
Short-term volatility forecasting with kernel support vector regression and Markov switching multifractal model
Khashanah, Khaldoun
;
Shao, Chenjie
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 241-253
Persistent link: https://www.econbiz.de/10013167735
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2
Sparse index clones via the sorted ℓ1-Norm
Kremer, Philipp J.
;
Brzyski, Damian
;
Bogdan, Małgorzata
; …
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 349-366
Persistent link: https://www.econbiz.de/10013167757
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3
State-dependent Hawkes processes and their application to limit order book modelling
Morariu-Patrichi, Maxime
;
Pakkanen, Mikko S.
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 563-583
Persistent link: https://www.econbiz.de/10013167781
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4
Optimal trade execution for Gaussian signals with power-law resilience
Forde, Martin
;
Sánchez-Betancourt, Leandro
;
Smith, Benjamin
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 585-596
Persistent link: https://www.econbiz.de/10013167782
Saved in:
5
Liquidity fluctuations and the latent dynamics of price impact
Mertens, Luca Philippe
;
Ciacci, Alberto
;
Lillo, Fabrizio
; …
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 149-169
Persistent link: https://www.econbiz.de/10012872529
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6
The performance of venture capital investments : failure risk, valuation uncertainty & venture characteristics
Pandher, Gurupdesh S.
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 929-943
Persistent link: https://www.econbiz.de/10012515626
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7
Portfolio choices : comparative statics under both expected return and volatility uncertainty
Lin, Qian
;
Tian, Dejian
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 1027-1035
Persistent link: https://www.econbiz.de/10012515634
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8
Computation of expected shortfall by fast detection of worst scenarios
Bouchard, Bruno
;
Reghai, Adil
;
Virrion, Benjamin
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1087-1108
Persistent link: https://www.econbiz.de/10012588021
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9
Backtesting expected shortfall and beyond
Deng, Kaihua
;
Qiu, Jie
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1109-1125
Persistent link: https://www.econbiz.de/10012588022
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10
Coherent portfolio performance ratios
Kroll, Yoram
;
Marchioni, Andrea
;
Ben-Horin, Moshe
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1589-1603
Persistent link: https://www.econbiz.de/10012624159
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