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Forecasting model
Theorie
18,719
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18,202
Stochastischer Prozess
17,130
Stochastic process
16,690
Optionspreistheorie
14,758
Option pricing theory
14,300
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4,342
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4,234
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3,865
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3,821
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3,449
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2,945
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2,925
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2,655
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2,488
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2,431
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2,401
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2,396
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2,367
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2,336
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2,214
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2,197
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Ravazzolo, Francesco
45
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29
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27
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22
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21
Diebold, Francis X.
20
Dijk, Dick van
19
Clark, Todd E.
18
Chan, Joshua
17
Aastveit, Knut Are
15
McAleer, Michael
15
Bali, Turan G.
14
Grassi, Stefano
14
Guidolin, Massimo
14
Gupta, Rangan
14
Koopman, Siem Jan
14
Opschoor, Anne
14
Caporin, Massimiliano
13
Craig, Ben R.
13
Marcellino, Massimiliano
13
Paolella, Marc S.
13
Jore, Anne Sofie
12
Mertens, Elmar
12
Schorfheide, Frank
12
Asai, Manabu
11
Huber, Florian
11
Cakici, Nusret
10
Diks, Cees G. H.
10
Hoogerheide, Lennart
10
Kapetanios, George
10
Pierdzioch, Christian
10
Taylor, James W.
10
Carriero, Andrea
9
Dionne, Georges
9
Koop, Gary
9
Patton, Andrew J.
9
Zhang, Bo
9
van Dijk, H. K.
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Clements, Adam
8
Clements, Michael P.
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Agricultural Land Markets - Efficiency and Regulation
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Alaska / Dept. of Labor / Research and Analysis Section
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Berliner Wissenschafts-Verlag
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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European University Institute / Department of Economics
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Federal Reserve Bank of New York
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Federal Reserve Bank of St. Louis
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Hochschule für Bankwirtschaft
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Leonard N. Stern School of Business / Information Systems Department
1
University of Canterbury / Dept. of Economics and Finance
1
University of Exeter / Department of Economics
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Verlag Dr. Kovač
1
Zentrum für Europäische Wirtschaftsforschung
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International journal of forecasting
121
Journal of forecasting
72
Discussion paper / Tinbergen Institute
43
Journal of econometrics
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
38
Journal of banking & finance
31
Journal of empirical finance
25
Quantitative finance
22
Risks : open access journal
22
Economic modelling
21
European journal of operational research : EJOR
21
Energy economics
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Economics letters
18
Finance research letters
18
Working paper
18
Applied economics
17
CAMA working paper series
17
Journal of applied econometrics
16
Journal of financial econometrics
15
The European journal of finance
15
Working paper / Department of Econometrics and Business Statistics, Monash University
15
Working paper / Norges Bank
15
Econometric reviews
14
Econometrics : open access journal
14
Federal Reserve Bank of Cleveland working paper series
14
Insurance / Mathematics & economics
14
The North American journal of economics and finance : a journal of financial economics studies
14
The journal of futures markets
14
International review of financial analysis
13
Research paper series / Swiss Finance Institute
13
Working paper series / European Central Bank
13
Applied economics letters
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
International review of economics & finance : IREF
12
Journal of economic dynamics & control
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Swiss Finance Institute Research Paper
12
Working papers
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Computational economics
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ECONIS (ZBW)
2,361
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1
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2,361
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1
Forecasting with option-implied information
Christoffersen, Peter F.
;
Jacobs, Kris
;
Chang, Bo Young
-
2013
Persistent link: https://www.econbiz.de/10011507021
Saved in:
2
Forecasting with option implied information
Christoffersen, Peter F.
;
Jacobs, Kris
;
Chang, Bo Young
-
2011
Persistent link: https://www.econbiz.de/10009385092
Saved in:
3
Chapter 10. Forecasting with Option-Implied Information
Christoffersen, Peter
;
Jacobs, Kris
;
Chang, Bo Young
- In:
Handbook of Economic Forecasting : volume 2, part A
,
(pp. 581-656)
.
2013
consider results on option-implied covariance,
correlation
and beta forecasting, as well as the use of option …
Persistent link: https://www.econbiz.de/10014025539
Saved in:
4
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
5
Multivariate FX models with jumps : triangles, Quantos and implied
correlation
Ballotta, Laura
;
Deelstra, Griselda
;
Rayée, Grégory
- In:
European journal of operational research : EJOR
260
(
2017
)
3
,
pp. 1181-1199
Persistent link: https://www.econbiz.de/10011714363
Saved in:
6
The empirical performance of option based densities of foreign exchange
Craig, Ben R.
;
Keller, Joachim G.
-
2002
function to account for this
correlation
between our random variables that are uniform distributed under the null hypothesis … gemeinsam hat. Wir modifizieren die Tests auf Grundlage der inversen Verteilungsfunktion, um dieser
Korrelation
zwischen unseren …
Persistent link: https://www.econbiz.de/10011431367
Saved in:
7
A simple time-consistent model for the forward density process
Hult, Henrik
;
Lindskog, Filip
;
Nykvist, Johan
- In:
International journal of theoretical and applied finance
16
(
2013
)
8
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010243619
Saved in:
8
Out-of-sample density forecasts with affine jump diffusion models
Yun, Jaeho
- In:
Journal of banking & finance
47
(
2014
),
pp. 74-87
Persistent link: https://www.econbiz.de/10010506503
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
The empirical performance of option-based densities of foreign exchange
Craig, Ben R.
(
contributor
);
Keller, Joachim G.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542714
Saved in:
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