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~subject:"Prognoseverfahren"
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Prognoseverfahren
Schätzung
131,026
Estimation
124,902
Theorie
65,371
Theory
64,021
Risk
44,767
Risiko
44,316
Volatility
40,903
Volatilität
40,635
Kapitaleinkommen
39,373
Capital income
39,273
USA
27,057
United States
25,944
Börsenkurs
24,704
Share price
24,392
Welt
20,930
World
20,213
Deutschland
19,209
Germany
17,182
Portfolio-Management
15,319
Portfolio selection
15,194
Optionspreistheorie
14,803
Aktienmarkt
14,641
Stock market
14,503
Option pricing theory
14,344
Forecasting model
12,355
Wirtschaftswachstum
9,846
Economic growth
9,499
Wirkungsanalyse
9,045
CAPM
9,026
Zeitreihenanalyse
8,962
EU-Staaten
8,956
Impact assessment
8,819
Risikomanagement
8,773
Time series analysis
8,723
Schätztheorie
8,670
Risk management
8,550
Estimation theory
8,527
Statistische Verteilung
8,494
EU countries
8,485
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Online availability
All
Free
5,181
Undetermined
3,876
Type of publication
All
Article
6,842
Book / Working Paper
5,732
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All
Article in journal
6,536
Aufsatz in Zeitschrift
6,536
Working Paper
2,570
Graue Literatur
2,529
Non-commercial literature
2,529
Arbeitspapier
2,370
Hochschulschrift
332
Aufsatz im Buch
274
Book section
274
Thesis
253
Collection of articles written by one author
83
Sammlung
83
Collection of articles of several authors
57
Sammelwerk
57
Aufsatzsammlung
36
Conference paper
33
Konferenzbeitrag
33
Bibliografie enthalten
21
Bibliography included
21
Konferenzschrift
12
Systematic review
11
Übersichtsarbeit
11
Case study
7
Fallstudie
7
Reprint
7
Conference proceedings
6
Amtsdruckschrift
5
Article
5
Government document
5
Amtliche Publikation
4
Festschrift
4
Handbook
4
Handbuch
4
Lehrbuch
4
Textbook
4
Rezension
3
Bibliografie
2
Elektronischer Datenträger
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2
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English
12,344
German
209
French
15
Polish
5
Spanish
4
Italian
2
Romanian
2
Dutch
1
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Author
All
Gupta, Rangan
193
Ma, Feng
100
Pierdzioch, Christian
90
McAleer, Michael
82
McMillan, David G.
77
Diebold, Francis X.
72
Marcellino, Massimiliano
69
Ravazzolo, Francesco
66
Bollerslev, Tim
57
Zhang, Yaojie
56
Wang, Yudong
55
Clark, Todd E.
53
Timmermann, Allan
52
Guidolin, Massimo
48
Salisu, Afees A.
42
Pesaran, M. Hashem
41
Wohar, Mark E.
41
Zaremba, Adam
41
Bouri, Elie
40
Dijk, Herman K. van
39
Koopman, Siem Jan
39
Liang, Chao
38
Lux, Thomas
38
Zhou, Guofu
38
Narayan, Paresh Kumar
37
Ghysels, Eric
35
Mitchell, James
35
Swanson, Norman R.
35
Dijk, Dick van
34
Döpke, Jörg
34
Rossi, Barbara
33
Franses, Philip Hans
32
Herwartz, Helmut
32
Christoffersen, Peter F.
31
Wei, Yu
31
Caporin, Massimiliano
30
Härdle, Wolfgang
30
Lahiri, Kajal
30
Gallo, Giampiero M.
29
Huber, Florian
29
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National Bureau of Economic Research
94
Federal Reserve Bank of St. Louis
12
Federal Reserve Bank of San Francisco
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Christian-Albrechts-Universität zu Kiel
5
Federal Reserve System / Division of Research and Statistics
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
Centre for Quantitative Economics & Computing
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Institut für Weltwirtschaft
4
Birkbeck College / Department of Economics
3
Federal Reserve Bank of Cleveland
3
Innocenzo Gasparini Institute for Economic Research <Mailand>
3
Springer Fachmedien Wiesbaden
3
University of Exeter / Department of Economics
3
Universität Konstanz
3
Verlag Dr. Kovač
3
Brown University / Department of Economics
2
Centre for Analytical Finance <Århus>
2
Erasmus Research Institute of Management
2
Institute of Finance and Accounting <London>
2
Narodna Banka na Republika Makedonija
2
National Institute of Economic and Social Research
2
OECD
2
Queen Mary College / Department of Economics
2
Rheinische Friedrich-Wilhelms-Universität Bonn
2
Rodney L. White Center for Financial Research
2
School of Economics, Mathematics and Statistics <London>
2
Svenska Handelshögskolan <Helsinki>
2
The Wharton Financial Institutions Center
2
Türkiye Cumhuriyet Merkez Bankası
2
University of Cambridge / Department of Applied Economics
2
University of Cambridge / Faculty of Economics
2
University of Canterbury / Dept. of Economics and Finance
2
University of Chicago / Center for Research in Security Prices
2
University of Strathclyde / Department of Economics
2
Air Force Project Rand
1
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Berliner Wissenschafts-Verlag
1
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Published in...
All
International journal of forecasting
366
Journal of forecasting
277
Finance research letters
245
Energy economics
169
International review of financial analysis
155
Journal of empirical finance
152
Journal of banking & finance
147
Applied economics
135
Journal of econometrics
124
International review of economics & finance : IREF
118
Economic modelling
117
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
103
The North American journal of economics and finance : a journal of financial economics studies
101
Journal of financial economics
100
Applied economics letters
98
Discussion paper / Tinbergen Institute
92
NBER working paper series
89
Working paper
87
Pacific-Basin finance journal
79
The European journal of finance
79
Economics letters
77
NBER Working Paper
77
Working paper / National Bureau of Economic Research, Inc.
77
Discussion paper / Centre for Economic Policy Research
67
Applied financial economics
62
Journal of applied econometrics
62
Quantitative finance
62
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
61
The journal of futures markets
58
Finance and economics discussion series
56
Journal of financial econometrics : official journal of the Society for Financial Econometrics
56
Journal of international financial markets, institutions & money
56
Research in international business and finance
56
Journal of international money and finance
53
Management science : journal of the Institute for Operations Research and the Management Sciences
51
CESifo working papers
50
Journal of risk and financial management : JRFM
49
Department of Economics working paper series
48
International journal of finance & economics : IJFE
47
The review of financial studies
46
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Source
All
ECONIS (ZBW)
12,361
EconStor
207
USB Cologne (EcoSocSci)
5
RePEc
1
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date (oldest first)
1
Cross-sectional variation of option-implied
volatility
skew
Wu, Liuren
;
Tian, Meng
- In:
Management science : journal of the Institute for …
70
(
2024
)
6
,
pp. 3566-3580
Persistent link: https://www.econbiz.de/10014551903
Saved in:
2
Option-implied information and predictability of extreme returns
Vilkovz, Grigory
;
Xiaox, Yan
-
2013
-
This version: January 28, 2013
construct managed portfolios of a
risk
-free asset and market index. …
Persistent link: https://www.econbiz.de/10010226098
Saved in:
3
Can
volatility
models explain extreme events?
Trapin, Luca
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011987768
Saved in:
4
Forecasting extreme financial
risk
: a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
5
The sum of all fears : forecasting international returns using option-implied
risk
measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
6
Idiosyncratic tail
risk
and expected stock returns : evidence from the Chinese stock markets
Long, Huaigang
;
Jiang, Yuexiang
;
Zhu, Yanjian
- In:
Finance research letters
24
(
2018
),
pp. 129-136
Persistent link: https://www.econbiz.de/10011982519
Saved in:
7
Estimating and forecasting conditional
risk
measures with extreme value theory : a review
Bee, Marco
;
Trapin, Luca
- In:
Risks : open access journal
6
(
2018
)
2
,
pp. 1-16
One of the key components of financial
risk
management is
risk
measurement. This typically requires modeling …
Persistent link: https://www.econbiz.de/10011866456
Saved in:
8
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:
9
Forecasting uncertainty intervals for return period of extreme daily electricity consumption
Makatjane, Katleho
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
4
,
pp. 217-225
Persistent link: https://www.econbiz.de/10013366091
Saved in:
10
Why does
volatility
uncertainty predict equity option returns?
Cao, Jie
;
Vasquez, Aurelio
;
Xiao, Xiao
;
Zhan, Xintong
- In:
The Quarterly Journal of Finance : QJF
13
(
2023
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10014305078
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