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~subject:"Prognoseverfahren"
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Prognoseverfahren
Theorie
75
Theory
71
Volatilität
61
Volatility
56
Zeitreihenanalyse
38
Estimation theory
35
Schätztheorie
35
Time series analysis
35
Estimation
30
Schätzung
30
Kointegration
22
Cointegration
21
Denmark
17
Dänemark
17
Forecasting model
17
ARCH-Modell
16
ARCH model
14
Börsenkurs
14
Capital income
14
Kapitaleinkommen
14
State space model
14
Stochastischer Prozess
14
Zustandsraummodell
14
realized volatility
14
Share price
13
Stochastic process
13
Prognose
12
implied volatility
12
Optionspreistheorie
11
Forecast
10
Option pricing theory
10
Portfolio selection
10
Portfolio-Management
10
Retirement
10
USA
10
United States
10
Yield curve
10
Zinsstruktur
10
Altersgrenze
9
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Free
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Book / Working Paper
11
Article
6
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Arbeitspapier
8
Graue Literatur
8
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8
Working Paper
8
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English
17
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Christensen, Bent Jesper
9
Santucci de Magistris, Paolo
8
Borup, Daniel
5
Grassi, Stefano
5
Caporin, Massimiliano
3
Nonejad, Nima
3
Ranaldo, Angelo
3
Busch, Thomas
2
Ergemen, Yunus Emre
2
Kjær, Mads Markvart
2
Nielsen, Mikkel Slot
2
Nielsen, Morten Ørregaard
2
Veliyev, Bezirgen
2
Mühlbach, Nicolaj
1
Mühlbach, Nicolaj N.
1
Mühlbach, Nicolaj Søndergaard
1
Nielsen, Mikkel S.
1
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CREATES research paper
4
Discussion papers / University of Kent, School of Economics
2
Journal of banking & finance
2
International journal of forecasting
1
Journal of applied econometrics
1
Journal of econometrics
1
Journal of empirical finance
1
SNB working papers
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
17
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The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets
Busch, Thomas
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003341264
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2
The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets
Busch, Thomas
;
Christensen, Bent Jesper
;
Nielsen, …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 48-57
Persistent link: https://www.econbiz.de/10009242554
Saved in:
3
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
4
Assessing predictive accuracy in panel data models with long-range dependence
Borup, Daniel
;
Christensen, Bent Jesper
;
Ergemen, Yunus Emre
-
2019
Persistent link: https://www.econbiz.de/10011991275
Saved in:
5
Targeting predictors in random forest regression
Borup, Daniel
;
Christensen, Bent Jesper
;
Mühlbach, …
-
2020
-
This version: May 5, 2020
Persistent link: https://www.econbiz.de/10012317696
Saved in:
6
Targeting predictors in random forest regression
Borup, Daniel
;
Christensen, Bent Jesper
;
Mühlbach, …
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 841-868
Persistent link: https://www.econbiz.de/10014465155
Saved in:
7
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
8
On the predictability of stock prices : a case for high and low prices
Caporin, Massimiliano
;
Ranaldo, Angelo
;
Santucci de …
-
2011
Persistent link: https://www.econbiz.de/10009424223
Saved in:
9
Forecasting with the standardized self-perturbed kalman filter
Grassi, Stefano
;
Nonejad, Nima
;
Santucci de Magistris, Paolo
-
2014
Persistent link: https://www.econbiz.de/10010339076
Saved in:
10
It's all about volatility of volatility : evidence from a two-factor stochastic volatility model
Grassi, Stefano
;
Santucci de Magistris, Paolo
- In:
Journal of empirical finance
30
(
2015
),
pp. 62-78
Persistent link: https://www.econbiz.de/10011489216
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