//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Share price"
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
Machine learning risk models
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Share price
Theorie
80,443
Theory
79,472
Risk
60,879
Risiko
60,494
Portfolio-Management
51,821
Portfolio selection
51,475
Prognoseverfahren
43,648
Risikomanagement
43,108
Forecasting model
42,651
Risk management
41,995
CAPM
20,172
Kapitaleinkommen
18,741
Capital income
18,699
Regressionsanalyse
18,093
Regression analysis
18,077
Künstliche Intelligenz
17,994
Artificial intelligence
17,613
Schätzung
17,270
Estimation
16,896
Welt
13,857
World
13,680
USA
13,640
Börsenkurs
13,446
United States
13,147
Volatilität
11,950
Volatility
11,903
Anlageverhalten
11,153
Behavioural finance
11,020
Schätztheorie
10,226
Estimation theory
10,101
Zeitreihenanalyse
9,012
Time series analysis
8,796
Deutschland
8,583
Correlation
8,374
Korrelation
8,257
Prognose
8,112
Germany
7,795
Forecast
7,779
Aktienmarkt
7,494
more ...
less ...
Online availability
All
Free
4,936
Undetermined
4,511
CC license
357
Type of publication
All
Article
7,851
Book / Working Paper
5,467
Type of publication (narrower categories)
All
Article in journal
7,497
Aufsatz in Zeitschrift
7,497
Graue Literatur
1,739
Non-commercial literature
1,739
Arbeitspapier
1,571
Working Paper
1,571
Hochschulschrift
420
Thesis
326
Aufsatz im Buch
294
Book section
294
Collection of articles written by one author
89
Sammlung
89
Conference paper
49
Konferenzbeitrag
49
Bibliografie enthalten
45
Bibliography included
45
Collection of articles of several authors
43
Sammelwerk
43
Aufsatzsammlung
33
Systematic review
16
Übersichtsarbeit
16
Konferenzschrift
13
Mikroform
8
Handbook
7
Handbuch
7
Lehrbuch
7
Textbook
7
Forschungsbericht
6
Conference proceedings
5
Mehrbändiges Werk
5
Multi-volume publication
5
Rezension
5
Reprint
4
Bibliografie
3
Case study
3
Fallstudie
3
Festschrift
2
Glossar enthalten
2
Glossary included
2
Guidebook
2
more ...
less ...
Language
All
English
13,013
German
252
French
34
Spanish
6
Portuguese
4
Swedish
4
Italian
3
Polish
3
Dutch
2
Norwegian
2
Croatian
1
Lithuanian
1
more ...
less ...
Author
All
Gupta, Rangan
116
Zaremba, Adam
51
McMillan, David G.
48
Pierdzioch, Christian
45
Bekaert, Geert
43
Campbell, John Y.
41
Shleifer, Andrei
38
Bouri, Elie
35
Timmermann, Allan
33
Narayan, Paresh Kumar
31
Bloom, Nicholas
30
Caporale, Guglielmo Maria
30
Ma, Feng
30
Salisu, Afees A.
29
Stulz, René M.
29
Harvey, Campbell R.
27
Jarrow, Robert A.
27
Bansal, Ravi
26
Cakici, Nusret
26
Pesaran, M. Hashem
25
Wohar, Mark E.
25
Zhou, Guofu
25
Bali, Turan G.
24
Bollerslev, Tim
24
Hong, Harrison G.
24
Zhou, Hao
24
Lux, Thomas
23
McAleer, Michael
23
Allen, David E.
22
Demirer, Rıza
22
Fabozzi, Frank J.
22
Kim, Jeong-bon
22
Liang, Chao
22
Plastun, Alex
22
Engstrom, Eric
21
Shiller, Robert J.
21
Veronesi, Pietro
21
Hammoudeh, Shawkat
20
Härdle, Wolfgang
20
Kelly, Bryan T.
20
more ...
less ...
Institution
All
National Bureau of Economic Research
173
Birkbeck College / Department of Economics
4
Gottfried Wilhelm Leibniz Universität Hannover
4
American Finance Association
3
Centre for Economic Policy Research
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Federal Reserve System / Board of Governors
3
Federal Reserve System / Division of Research and Statistics
3
Chambre de commerce et d'industrie de Paris
2
Deutsche Forschungsgemeinschaft
2
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
2
Institut für Höhere Studien
2
Institut für Industriebetriebsforschung <Hamburg>
2
Instituto Valenciano de Investigaciones Económicas
2
Internationaler Währungsfonds / European Department <2>
2
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
2
University of Chicago / Center for Research in Security Prices
2
University of Exeter / Department of Economics
2
Universität Augsburg / Institut für Statistik und Mathematische Wirtschaftstheorie
2
Universität Mannheim
2
Allianz Deutschland AG
1
American Institute of Certified Public Accountants
1
Association of European Operational Research Societies / Working Group on Financial Modelling
1
Brown University / Department of Economics
1
Center for Economic Policy Studies
1
Central Bank of Malta
1
Centre for New and Emerging Markets
1
Christian-Albrechts-Universität zu Kiel
1
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
1
Development Center for Finance <Quezon>
1
EIOPA
1
Eberhard Karls Universität Tübingen
1
Ekonomiska Forskningsinstitutet
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Erasmus Research Institute of Management
1
European Central Bank
1
European Commission / Joint Research Centre
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of St. Louis
1
Friedrich-Schiller-Universität Jena / Wirtschaftswissenschaftliche Fakultät
1
more ...
less ...
Published in...
All
Finance research letters
349
International review of financial analysis
190
Journal of banking & finance
188
Journal of financial economics
182
NBER working paper series
173
International review of economics & finance : IREF
157
Pacific-Basin finance journal
144
NBER Working Paper
140
The North American journal of economics and finance : a journal of financial economics studies
140
Journal of empirical finance
132
Working paper / National Bureau of Economic Research, Inc.
131
Applied economics
127
Research in international business and finance
106
Applied economics letters
101
Journal of international financial markets, institutions & money
92
Management science : journal of the Institute for Operations Research and the Management Sciences
91
Economic modelling
90
Energy economics
80
The journal of finance : the journal of the American Finance Association
80
Economics letters
79
Review of quantitative finance and accounting
77
The European journal of finance
75
Research paper series / Swiss Finance Institute
74
The review of financial studies
67
Journal of financial markets
66
Journal of forecasting
64
Journal of risk and financial management : JRFM
62
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
60
Applied financial economics
55
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
54
Quantitative finance
53
Computational economics
50
Discussion papers / CEPR
50
Investment management and financial innovations
50
Journal of econometrics
49
Journal of economic dynamics & control
48
Journal of financial and quantitative analysis : JFQA
47
Journal of international money and finance
47
Cogent economics & finance
46
Discussion paper / Centre for Economic Policy Research
45
more ...
less ...
Source
All
ECONIS (ZBW)
13,318
Showing
1
-
10
of
13,318
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The
correlation
structure of anomaly strategies
Geertsema, Paul
;
Lu, Helen
- In:
Journal of banking & finance
119
(
2020
),
pp. 1-39
Persistent link: https://www.econbiz.de/10012521278
Saved in:
2
Core earnings uncertainty, dividend change announcements and the reduction of
covariance
component risks
Dempsey, Stephen J.
;
Harrison, David M.
;
Sheng, Hainan
- In:
Journal of business finance & accounting : JBFA
42
(
2015
)
9/10
,
pp. 1075-1120
Persistent link: https://www.econbiz.de/10011535857
Saved in:
3
Asset prices and changes in
risk
within a bivariate model
Jokung Nguena, Octave
;
Mitra, Sovan
- In:
Asia-Pacific financial markets
26
(
2019
)
1
,
pp. 47-60
Persistent link: https://www.econbiz.de/10012308006
Saved in:
4
Forecasting the impact of information security breaches on stock market returns and VaR
backtest
Colivicchi, Ilaria
;
Vignaroli, Riccardo
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 402-454
Persistent link: https://www.econbiz.de/10012210337
Saved in:
5
Market risks that change domestic diversification benefits
Sarwar, Ghulam
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014225809
Saved in:
6
The securities-
correlation
risks and the volatility effects in the Japanese stock market
Sakamaki, Satoshi
- In:
Public policy review
9
(
2013
)
3
,
pp. 531-552
Persistent link: https://www.econbiz.de/10010190442
Saved in:
7
Certainty of uncertainty for asset pricing
Jiang, Fuwei
;
Kang, Jie
;
Meng, Lingchao
- In:
Journal of empirical finance
78
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10015101663
Saved in:
8
Unrealistic expectations: the futility of precisely estimating a stock's expected return
Das, Sanjiv R.
;
Ostrov, Daniel
- In:
Journal of investment management : JOIM
22
(
2024
)
1
,
pp. 58-64
Persistent link: https://www.econbiz.de/10014546370
Saved in:
9
Investor sentiment, extrapolation and asset pricing
Wu, Huihui
;
Yang, Chunpeng
- In:
Romanian journal of economic forecasting
25
(
2022
)
4
,
pp. 182-205
Persistent link: https://www.econbiz.de/10013532000
Saved in:
10
High Dimensional
Covariance
Forecasting for Short Intra-Day Horizons
Oomen, Roel C. A.
-
2010
. Thus, traders who simply scale their daily
covariance
forecast to match their
trading
horizon, are likely to over … high dimensional
covariance
matrices for short intra-day horizons. Based on a novel evaluation methodology, and extensive …
Persistent link: https://www.econbiz.de/10013152788
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->