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~subject:"Prognoseverfahren"
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Prognoseverfahren
Theorie
625,599
Theory
610,697
USA
44,752
United States
43,525
Forecasting model
40,233
Schätzung
35,951
Estimation
35,072
Welt
27,693
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27,028
Deutschland
24,057
Geldpolitik
23,302
Monetary policy
22,549
Germany
22,515
Portfolio-Management
21,072
Portfolio selection
20,859
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Risk
19,101
Volatilität
17,777
Volatility
17,473
Mathematische Optimierung
17,067
Mathematical programming
16,959
Zeitreihenanalyse
16,778
Time series analysis
16,295
Börsenkurs
16,214
Share price
15,948
Wirtschaftswachstum
14,060
Kapitaleinkommen
13,987
Capital income
13,937
Economic growth
13,455
Schätztheorie
13,337
Estimation theory
12,931
Spieltheorie
12,753
Game theory
12,032
Experiment
11,430
Asymmetrische Information
10,652
EU-Staaten
10,594
ARCH-Modell
10,582
Finanzmarkt
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10,449
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Free
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Gupta, Rangan
295
Marcellino, Massimiliano
201
Franses, Philip Hans
190
Diebold, Francis X.
176
Timmermann, Allan
173
Ravazzolo, Francesco
159
Clark, Todd E.
149
Pierdzioch, Christian
145
Clements, Michael P.
138
McAleer, Michael
125
Kapetanios, George
120
Swanson, Norman R.
117
McCracken, Michael W.
115
Hyndman, Rob J.
112
Pesaran, M. Hashem
109
Giannone, Domenico
106
Ma, Feng
104
Koopman, Siem Jan
103
Hendry, David F.
96
Rossi, Barbara
96
Schorfheide, Frank
95
Lahiri, Kajal
93
Koop, Gary
92
Kilian, Lutz
88
Fildes, Robert
87
Siliverstovs, Boriss
87
McMillan, David G.
84
Ghysels, Eric
77
Dijk, Dick van
73
Mitchell, James
69
Dijk, Herman K. van
66
Fritsche, Ulrich
66
Guidolin, Massimo
66
Wang, Yudong
66
Carriero, Andrea
65
Armstrong, J. Scott
64
Wolfers, Justin
62
Zhang, Yaojie
62
Bollerslev, Tim
60
Athanasopoulos, George
59
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National Bureau of Economic Research
294
OECD
25
Federal Reserve Bank of St. Louis
23
European University Institute / Department of Law
16
Springer Fachmedien Wiesbaden
12
Gottfried Wilhelm Leibniz Universität Hannover
10
Österreichisches Institut für Wirtschaftsforschung
10
Rutgers University / Department of Economics
9
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
University of Strathclyde / Department of Economics
9
Christian-Albrechts-Universität zu Kiel
8
European University Institute / Department of Economics
8
Europäische Kommission / Generaldirektion Wirtschaft und Finanzen
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Ekonomiska forskningsinstitutet <Stockholm>
7
Federal Reserve System / Division of Research and Statistics
7
IGI Global
7
Innocenzo Gasparini Institute for Economic Research <Mailand>
7
Konjunkturforschungsstelle <Zürich>
7
University of Canterbury / Dept. of Economics and Finance
7
Centre for Quantitative Economics & Computing
6
Erasmus Research Institute of Management
6
Federal Reserve Bank of San Francisco
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Institut für Arbeitsmarkt- und Berufsforschung (IAB)
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Institut für Höhere Studien
6
Institut für Weltwirtschaft
6
University of Cambridge / Department of Applied Economics
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Verlag Dr. Kovač
6
Zakład Teorii Prognoz <Krakau>
6
Birkbeck College / Department of Economics
5
Europäische Kommission / Gemeinsame Forschungsstelle
5
Europäische Kommission / Statistisches Amt
5
Federal Reserve Bank of Cleveland
5
Centre for International Research on Economic Tendency Surveys
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Deutsche Gesellschaft für Operations-Research / Arbeitsgruppe Prognoseverfahren im Marketing
4
Econometrisch Instituut <Rotterdam>
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Federal Reserve Bank of Kansas City / Research Division
4
Narodna Banka na Republika Makedonija
4
Stanford Institute for Economic Policy Research
4
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International journal of forecasting
1,594
Journal of forecasting
882
Finance research letters
340
Technological forecasting & social change : an international journal
332
Energy economics
318
Applied economics
293
Journal of econometrics
280
NBER working paper series
275
European journal of operational research : EJOR
267
Working paper
262
Economic modelling
241
NBER Working Paper
235
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
232
Applied economics letters
224
International review of financial analysis
221
Economics letters
205
Journal of banking & finance
202
Working paper / National Bureau of Economic Research, Inc.
201
Discussion paper / Centre for Economic Policy Research
194
Discussion paper / Tinbergen Institute
192
Journal of empirical finance
179
ECB Working Paper
169
Working paper series / European Central Bank
168
Computational economics
165
Journal of applied econometrics
154
Management science : journal of the Institute for Operations Research and the Management Sciences
153
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
152
International review of economics & finance : IREF
152
The North American journal of economics and finance : a journal of financial economics studies
146
CESifo working papers
140
Working paper / Department of Econometrics and Business Statistics, Monash University
137
International journal of production economics
131
IMF working papers
130
International journal of production research
127
Risks : open access journal
126
Journal of risk and financial management : JRFM
115
Journal of financial economics
113
Applied financial economics
110
Advances in business and management forecasting
107
Finance and economics discussion series
105
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ECONIS (ZBW)
40,306
EconStor
740
USB Cologne (EcoSocSci)
125
RePEc
31
OLC EcoSci
17
USB Cologne (business full texts)
7
ArchiDok
1
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1
Improved VaR forecasts using extreme value
theory
with the Realized GARCH model
Paul, Samit
;
Sharma, Prateek
- In:
Studies in economics and finance
34
(
2017
)
2
,
pp. 238-259
Persistent link: https://www.econbiz.de/10011822635
Saved in:
2
Value at risk estimation for heavy tailed distributions
Gammoudi, Imed
;
BelKacem, Lotfi
;
El Ghourabi, Mohamed
- In:
The international journal of business and finance …
8
(
2014
)
3
,
pp. 109-125
Persistent link: https://www.econbiz.de/10010241908
Saved in:
3
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
financial econometrics literature have developed several models based on Extreme Value
Theory
(EVT) to carry out these tasks …
Persistent link: https://www.econbiz.de/10011866456
Saved in:
4
Evaluation of volatility models for forecasting Value-at-Risk and Expected Shortfall in the Portuguese stock market
Sobreira, Nuno
;
Louro, Rui
- In:
Finance research letters
32
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012430745
Saved in:
5
Realizing the extremes : estimation of tail-risk measures from a high-frequency perspective
Bee, Marco
;
Dupuis, Debbie J.
;
Trapin, Luca
- In:
Journal of empirical finance
36
(
2016
),
pp. 86-99
Persistent link: https://www.econbiz.de/10011662757
Saved in:
6
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:
7
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:
8
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:
9
Realized volatility models and alternative Value-at-Risk prediction strategies
Louzis, Dimitrios P.
;
Xanthopoulos-Sisinis, Spyros
; …
- In:
Economic modelling
40
(
2014
),
pp. 101-116
Persistent link: https://www.econbiz.de/10010425716
Saved in:
10
Forecasting robust value-at-risk estimates : evidence from UK banks
Sampid, Marius Galabe
;
Hasim, Haslifah Mohamad
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1955-1975
Persistent link: https://www.econbiz.de/10012696799
Saved in:
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