//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Prognoseverfahren"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A multivariate FGD technique t...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Volatilität
40,261
Volatility
39,239
Theorie
14,876
Theory
14,601
Börsenkurs
9,492
Share price
9,351
Schätzung
9,316
Estimation
9,120
Kapitaleinkommen
7,480
Capital income
7,453
Risikomaß
7,449
Risk measure
7,438
ARCH-Modell
6,877
ARCH model
6,805
Aktienmarkt
5,982
Stock market
5,904
Welt
5,104
World
5,016
Wechselkurs
4,735
Portfolio-Management
4,616
Exchange rate
4,614
USA
4,595
Portfolio selection
4,590
United States
4,450
Risiko
4,354
Risk
4,349
Forecasting model
4,322
Stochastischer Prozess
4,142
Stochastic process
4,079
Optionspreistheorie
3,990
Option pricing theory
3,923
Zeitreihenanalyse
3,388
Time series analysis
3,299
Gleichgewichtsmodell
3,057
Equilibrium model
2,684
Risikomanagement
2,648
Risk management
2,560
Finanzmarkt
2,410
Spillover-Effekt
2,373
more ...
less ...
Online availability
All
Free
1,644
Undetermined
1,632
Type of publication
All
Article
2,682
Book / Working Paper
1,692
Type of publication (narrower categories)
All
Article in journal
2,590
Aufsatz in Zeitschrift
2,590
Graue Literatur
764
Non-commercial literature
764
Working Paper
754
Arbeitspapier
712
Hochschulschrift
93
Aufsatz im Buch
79
Book section
79
Thesis
74
Collection of articles written by one author
30
Sammlung
30
Collection of articles of several authors
26
Sammelwerk
26
Aufsatzsammlung
13
Conference paper
6
Konferenzbeitrag
6
Bibliografie enthalten
5
Bibliography included
5
Systematic review
5
Übersichtsarbeit
5
Konferenzschrift
4
Lehrbuch
4
Textbook
4
Article
3
Festschrift
3
Handbook
3
Handbuch
3
Amtliche Publikation
2
Bibliografie
2
Conference proceedings
2
Reprint
2
Rezension
2
Case study
1
Fallstudie
1
more ...
less ...
Language
All
English
4,343
German
28
French
4
Spanish
1
Author
All
Gupta, Rangan
115
Ma, Feng
81
McAleer, Michael
69
Bollerslev, Tim
46
Pierdzioch, Christian
46
Zhang, Yaojie
39
Diebold, Francis X.
34
Lux, Thomas
34
Liang, Chao
33
Wang, Yudong
33
Wei, Yu
29
Bouri, Elie
27
Christoffersen, Peter F.
27
Clements, Adam
26
Salisu, Afees A.
26
Caporin, Massimiliano
25
McMillan, David G.
24
Clark, Todd E.
23
Degiannakis, Stavros
23
Asai, Manabu
22
Gallo, Giampiero M.
22
Wang, Jiqian
22
Andersen, Torben
21
Marcellino, Massimiliano
21
Medeiros, Marcelo C.
21
Patton, Andrew J.
21
Engle, Robert F.
20
Carriero, Andrea
19
Dijk, Dick van
18
Koopman, Siem Jan
18
Lu, Xinjie
18
Molnár, Peter
18
Pérez Amaral, Teodosio
18
Bonato, Matteo
17
Ghysels, Eric
17
Chan, Joshua
16
Demirer, Rıza
16
Li, Yan
16
Liu, Jing
16
Nonejad, Nima
16
more ...
less ...
Institution
All
National Bureau of Economic Research
18
Federal Reserve Bank of St. Louis
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Federal Reserve Bank of San Francisco
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Brown University / Department of Economics
2
Centre for Quantitative Economics & Computing
2
Institute of Finance and Accounting <London>
2
Springer Fachmedien Wiesbaden
2
Svenska Handelshögskolan <Helsinki>
2
The Wharton Financial Institutions Center
2
University of Canterbury / Dept. of Economics and Finance
2
Universität Konstanz
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Berliner Wissenschafts-Verlag
1
Birkbeck College / Department of Economics
1
Bonn Graduate School of Economics
1
Boston College / Department of Economics
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel
1
Deutsche Bundesbank <Frankfurt, Main> / Volkswirtschaftliche Forschungsgruppe
1
Europäische Kommission / Gemeinsame Forschungsstelle
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco / Center for Pacific Basin Monetary and Economic Studies
1
Hochschule für Bankwirtschaft
1
Instituto Valenciano de Investigaciones Económicas
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Rodney L. White Center for Financial Research
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer International Publishing
1
Stanford Institute for Economic Policy Research
1
University of Exeter / Department of Economics
1
University of Strathclyde / Department of Economics
1
Université de Montréal / Département de sciences économiques
1
Westfälische Wilhelms-Universität Münster
1
Zentrum für Europäische Wirtschaftsforschung
1
more ...
less ...
Published in...
All
International journal of forecasting
157
Journal of forecasting
137
Energy economics
114
Finance research letters
111
International review of financial analysis
80
International review of economics & finance : IREF
63
Economic modelling
62
Journal of empirical finance
59
Journal of banking & finance
58
The North American journal of economics and finance : a journal of financial economics studies
58
Applied economics
56
Journal of econometrics
53
Discussion paper / Tinbergen Institute
42
Applied economics letters
38
Quantitative finance
38
Department of Economics working paper series
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
The European journal of finance
36
The journal of futures markets
35
Journal of financial econometrics
34
Working paper
33
Applied financial economics
28
Risks : open access journal
28
International journal of finance & economics : IJFE
27
Journal of risk and financial management : JRFM
26
Pacific-Basin finance journal
26
Journal of international financial markets, institutions & money
25
Computational economics
24
Economics letters
22
Journal of applied econometrics
22
Journal of economic dynamics & control
21
Journal of financial economics
21
Journal of risk
21
Research in international business and finance
21
Working papers
19
CREATES research paper
18
Econometric Institute research papers
18
Financial innovation : FIN
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
more ...
less ...
Source
All
ECONIS (ZBW)
4,323
EconStor
45
USB Cologne (EcoSocSci)
4
USB Cologne (business full texts)
1
RePEc
1
Showing
1
-
10
of
4,374
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Crude oil risk forecasting : new evidence from multiscale analysis approach
He, Kaijian
;
Tso, Kwok Fai Geoffrey
;
Zou, Yingchao
;
Liu, Jia
- In:
Energy economics
76
(
2018
),
pp. 574-583
Persistent link: https://www.econbiz.de/10011976731
Saved in:
2
Evaluating an EGARCH model with fat tails, skewness and leverage in forecasting VaR
Benito Muela, Sonia
- In:
Journal of contemporary management : JMC
4
(
2015
)
3
,
pp. 67-80
Persistent link: https://www.econbiz.de/10011392904
Saved in:
3
Estimating multi-period value at risk of oil futures prices
Zhou, Chunyang
;
Qin, Xiao
;
Diao, Xundi
;
He, Yingchen
- In:
Applied economics
48
(
2016
)
31/33
,
pp. 2994-3004
Persistent link: https://www.econbiz.de/10011615344
Saved in:
4
The role of trading volume in forecasting market risk
Slim, Skander
- In:
Inventi impact: international trade
(
2016
)
3
,
pp. 169-181
Persistent link: https://www.econbiz.de/10011567980
Saved in:
5
Forecasting VaR models under different volatility processes and distributions of return innovations
Dendramis, Yiannis
;
Spungin, Giles E.
;
Tzavalis, Elias
- In:
Journal of forecasting
33
(
2014
)
7
,
pp. 515-531
Persistent link: https://www.econbiz.de/10011282095
Saved in:
6
Backtesting VaR models : the case of commodities
Shankar, Devesh
;
Bedi, Prateek
;
Agnihotri, Shalini
; …
- In:
Business analyst : a refereed journal of Shri Ram …
38
(
2017
)
1
,
pp. 36-57
Persistent link: https://www.econbiz.de/10012212962
Saved in:
7
Modelling and forecasting long memory time series with exponential and switching GARCH models
Amiri, Esmail
- In:
International journal of monetary economics and finance
12
(
2019
)
5
,
pp. 407-425
Persistent link: https://www.econbiz.de/10012155069
Saved in:
8
Volatility forecast by volatility index and its use as a risk management tool under a value-at-risk approach
Siu, Yam Wing
- In:
Review of Pacific Basin financial markets and policies
21
(
2018
)
2
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011865598
Saved in:
9
On equity risk prediction and tail spillovers
Pouliasis, Panos
;
Kyriakou, Ioannis
;
Papapostolou, Nikos
- In:
International journal of finance & economics : IJFE
22
(
2017
)
4
,
pp. 379-393
Persistent link: https://www.econbiz.de/10011960379
Saved in:
10
Value at risk estimation by threshold stochastic volatility model
Huang, Alex
- In:
Applied economics
47
(
2015
)
43/45
,
pp. 4884-4900
Persistent link: https://www.econbiz.de/10011380922
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->