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~subject:"Forecasting model"
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Forecasting model
Yield curve
33
Zinsstruktur
33
Option pricing theory
28
Optionspreistheorie
28
Risikoprämie
27
Risk premium
27
Theorie
27
Theory
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Brasilien
26
Brazil
26
Capital income
23
Kapitaleinkommen
23
Risiko
19
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19
Prognoseverfahren
17
CAPM
16
Volatility
16
Volatilität
16
Estimation
13
Schätzung
13
Börsenkurs
12
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Share price
12
Risikomaß
11
Risk measure
11
Estimation theory
9
Interest rate derivative
9
Schätztheorie
9
Zinsderivat
9
Hedge fund
8
Hedgefonds
8
Interest rate
8
Portfolio selection
8
Portfolio-Management
8
Zins
8
Capital market returns
7
Kapitalmarktrendite
7
Inflation expectations
6
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11
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3
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English
17
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Almeida, Caio
13
Ardison, Kym
7
Vicente, Jose
5
Garcia, René
4
Vicente, José Valentim Machado
4
Faria, Adriano
3
Kubudi, Daniela
3
Vicente, José
3
Camponovo, Lorenzo
2
Dobrev, Dobrislav
2
Matsumura, Marco Shinobu
2
Moreira, Ajax
2
Scaillet, Olivier
2
Schaumburg, Ernst
2
Simonsen, Axel
2
Trojani, Fabio
2
Bali, Turan G.
1
Gomes Filho, Romeu Braz Pereira
1
Jacobs, Kris
1
Leite, André Luis da Silva
1
Vicente, José Roberto
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
2
International review of financial analysis
2
Applied economics
1
Ensaios econômicos
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
17
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Forecasting the yield curve : a statistical model with market survey data
Leite, André Luis da Silva
;
Gomes Filho, Romeu Braz Pereira
- In:
International review of financial analysis
19
(
2010
)
2
,
pp. 108-112
Persistent link: https://www.econbiz.de/10008669495
Saved in:
2
The role of no-arbitrage on forecasting : lessons from a parametric term structure model
Almeida, Caio
;
Vicente, José
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2695-2705
Persistent link: https://www.econbiz.de/10003796156
Saved in:
3
The role of no-arbitrage on forecasting : lessons from a parametric term structure model
Almeida, Caio
(
contributor
);
Vicente, José
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003566042
Saved in:
4
Comments on: Nonparametric tail risk, stock returns and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
-
2016
Persistent link: https://www.econbiz.de/10011518800
Saved in:
5
Forecasting bond yields with segmented term structure models
Almeida, Caio
;
Ardison, Kym
;
Kubudi, Daniela
;
Simonsen, Axel
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011987669
Saved in:
6
Forecasting the yield curve with linear factor models
Matsumura, Marco Shinobu
;
Moreira, Ajax
;
Vicente, José …
- In:
International review of financial analysis
20
(
2011
)
5
,
pp. 237-243
Persistent link: https://www.econbiz.de/10009492131
Saved in:
7
Forecasting the yield curve with linear factor models
Matsumura, Marco Shinobu
;
Moreira, Ajax
;
Vicente, José …
-
2010
Persistent link: https://www.econbiz.de/10008749659
Saved in:
8
A non-knotty inflation risk premium model
Vicente, José Valentim Machado
- In:
Applied economics
55
(
2023
)
28
,
pp. 3271-3278
Persistent link: https://www.econbiz.de/10014299150
Saved in:
9
Forecasting the Brazilian term structure using macroeconomic factors
Faria, Adriano
;
Almeida, Caio
- In:
Brazilian review of econometrics : BRE ; the review of …
34
(
2014
)
1
,
pp. 45-77
Persistent link: https://www.econbiz.de/10011538688
Saved in:
10
Approximating risk premium on a parametric arbitrage-free term structure model
Almeida, Caio
;
Ardison, Kym
;
Kubudi, Daniela
- In:
Brazilian review of econometrics : BRE ; the review of …
34
(
2014
)
2
,
pp. 203-246
Persistent link: https://www.econbiz.de/10011538792
Saved in:
1
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