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Forecasting model
Theorie
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Theory
614,243
USA
42,322
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41,170
Schätzung
30,314
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29,530
Welt
27,815
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23,840
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Mathematische Optimierung
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Spieltheorie
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Time series analysis
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Game theory
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Bank
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Börsenkurs
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Experiment
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Share price
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EU-Staaten
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Asymmetrische Information
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Diebold, Francis X.
131
Timmermann, Allan
97
Franses, Philip Hans
90
Clark, Todd E.
89
Marcellino, Massimiliano
82
Clements, Michael P.
78
Swanson, Norman R.
62
Hyndman, Rob J.
60
Ravazzolo, Francesco
57
Gupta, Rangan
56
Hendry, David F.
53
McCracken, Michael W.
53
Koopman, Siem Jan
50
Pesaran, M. Hashem
50
Koop, Gary
47
Giannone, Domenico
46
Kilian, Lutz
46
Schorfheide, Frank
45
McAleer, Michael
42
Bollerslev, Tim
38
Dijk, Herman K. van
38
Granger, C. W. J.
38
Härdle, Wolfgang
37
Pierdzioch, Christian
37
Korobilis, Dimitris
36
Armstrong, J. Scott
35
Rossi, Barbara
35
Athanasopoulos, George
34
Fildes, Robert
34
Makridakis, Spyros G.
34
Lahiri, Kajal
33
Petropoulos, Fotios
32
Carriero, Andrea
30
Dijk, Dick van
30
Ghysels, Eric
30
Giacomini, Raffaella
30
Shin, Minchul
30
Watson, Mark W.
30
Patton, Andrew J.
29
Stock, James H.
29
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National Bureau of Economic Research
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European University Institute / Department of Law
7
Zakład Teorii Prognoz <Krakau>
6
Birkbeck College / Department of Economics
5
Ekonomiska forskningsinstitutet <Stockholm>
5
European University Institute / Department of Economics
5
Federal Reserve System / Division of Research and Statistics
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
Springer Fachmedien Wiesbaden
5
University of Strathclyde / Department of Economics
5
Centre for International Research on Economic Tendency Surveys
4
Centre for Quantitative Economics & Computing
4
Christian-Albrechts-Universität zu Kiel
4
Econometrisch Instituut <Rotterdam>
4
Federal Reserve Bank of San Francisco
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Rutgers University / Department of Economics
4
Umeå Universitet / Institutionen för Nationalekonomi
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Erasmus Research Institute of Management
3
Federal Reserve Bank of St. Louis
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IGI Global
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Robert Schuman Centre for Advanced Studies
3
School of Economics and Finance <Brisbane>
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The Wharton Financial Institutions Center
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Umeå universitet
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Verlag Dr. Kovač
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Akademia Ekonomiczna w Krakowie
2
Boston College / Department of Economics
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Brown University / Department of Economics
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Centre for Analytical Finance <Århus>
2
Fachhochschule Jena / Fachbereich Betriebswirtschaft
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Federal Reserve System / Board of Governors
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Foerder Institute for Economic Research <Tēl-Āvîv>
2
Forschungsinstitut zur Zukunft der Arbeit
2
INSEAD
2
Institut für Höhere Studien
2
International Monetary Fund
2
Internationaler Währungsfonds / Research Department
2
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International journal of forecasting
716
Journal of forecasting
446
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
139
Journal of econometrics
136
European journal of operational research : EJOR
128
Discussion paper / Tinbergen Institute
99
Computational economics
95
Finance research letters
92
NBER Working Paper
89
NBER working paper series
88
Discussion paper / Centre for Economic Policy Research
87
Working paper / National Bureau of Economic Research, Inc.
86
Economics letters
83
Economic modelling
80
Applied economics
78
Energy economics
78
Journal of empirical finance
77
Journal of banking & finance
76
Risks : open access journal
75
Technological forecasting & social change : an international journal
75
Working paper
75
Working paper / Department of Econometrics and Business Statistics, Monash University
74
Applied economics letters
72
Management science : journal of the Institute for Operations Research and the Management Sciences
69
Journal of applied econometrics
65
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
58
CESifo working papers
55
International journal of production economics
54
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
54
The European journal of finance
54
Quantitative finance
53
International review of financial analysis
51
Journal of economic dynamics & control
50
Working paper series / European Central Bank
49
SFB 649 discussion paper
47
CREATES research paper
46
Insurance / Mathematics & economics
46
Journal of international money and finance
45
Finance and economics discussion series
44
The North American journal of economics and finance : a journal of financial economics studies
44
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ECONIS (ZBW)
14,123
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1
Stress testing and model validation : application of the Bayesian approach to a credit risk portfolio
Jacobs, Michael <Jr.>
;
Karagozoglu, Ahmet K.
; …
- In:
The journal of risk model validation
9
(
2015
)
3
,
pp. 41-70
Persistent link: https://www.econbiz.de/10011410323
Saved in:
2
Quantification of model risk with an application to probability of default estimation and stress testing for a large corporate portfolio
Jacobs, Michael <Jr.>
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 73-111
Persistent link: https://www.econbiz.de/10014540601
Saved in:
3
Credit risk forecasting modelling and projections under IFRS 9
Montesi, Giuseppe
;
Papiro, Giovanni
;
Ugolini, Laura
- In:
Journal of risk management in financial institutions
12
(
2018/2019
)
1
,
pp. 79-101
Persistent link: https://www.econbiz.de/10012041846
Saved in:
4
Excess credit risk and banks' default risk : an application of default prediction models to banks in emerging market economies
Godlewski, Christophe J.
- In:
Dynamic models and their applications in emerging markets
,
(pp. 13-40)
.
2005
Persistent link: https://www.econbiz.de/10003225334
Saved in:
5
Essays on systemic risk and financial stability
Kund, Arndt-Gerrit
-
2021
Persistent link: https://www.econbiz.de/10012818075
Saved in:
6
Predicting bank defaults in Ukraine : a macro-micro perspective
Hlazunov, Anatolii
;
Verchenko, Olesia
- In:
Visnyk Nacionalʹnoho Banku Ukraïny
(
2020
)
250
,
pp. 33-44
Persistent link: https://www.econbiz.de/10012587231
Saved in:
7
Systemic risk in the financial system : capital shortfalls under Brexit, the US elections and the Italian referendum
Engle, Robert F.
;
Zazzara, Cristiano
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
4
,
pp. 97-120
Persistent link: https://www.econbiz.de/10012041807
Saved in:
8
Multinomial VaR backtests : a simple implicit approach to backtesting expected shortfall
Kratz, Marie
;
Lok, Yen H.
;
McNeil, Alexander J.
- In:
Journal of banking & finance
88
(
2018
),
pp. 393-407
Persistent link: https://www.econbiz.de/10011962940
Saved in:
9
Good risk measures, bad statistical assumptions, ugly risk forecasts
Michaelides, Michael
;
Poudyal, Niraj
- In:
The financial review : the official publication of the …
59
(
2024
)
2
,
pp. 519-543
Persistent link: https://www.econbiz.de/10014543997
Saved in:
10
Lost in noise? : some thoughts on the use of machine learning in financial market risk measurement
Quell, Peter
- In:
Journal of risk management in financial institutions
17
(
2023
)
1
,
pp. 43-52
Persistent link: https://www.econbiz.de/10014489153
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