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subject:"Deutschland"
subject:"Forecasting model"
~accessRights:"restricted"
~isPartOf:"Quantitative finance"
~subject:"Risikomaß"
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Deutschland
Forecasting model
Risikomaß
Estimation theory
30
Schätztheorie
30
Volatility
11
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11
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10
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10
Option pricing theory
7
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Tsiotas, Georgios
2
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1
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1
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Chi, Xie
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Ren, Yu
1
Sisson, Scott A.
1
Stanley, H. Eugene
1
Tudor, Sebastian F.
1
Tydniouk, Igor
1
Wang, Gang-Jin
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Quantitative finance
International journal of forecasting
79
Journal of econometrics
57
Insurance / Mathematics & economics
25
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Journal of forecasting
20
Finance research letters
15
Economics letters
14
Journal of risk
14
Journal of financial econometrics
12
The econometrics journal
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
The North American journal of economics and finance : a journal of financial economics studies
10
Computational economics
9
Econometric reviews
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European journal of operational research : EJOR
9
Journal of banking & finance
8
Scandinavian actuarial journal
8
Astin bulletin : the journal of the International Actuarial Association
7
Discussion papers / CEPR
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Discussion paper / Centre for Economic Policy Research
6
Econometric theory
6
International journal of production economics
6
Journal of quantitative economics
6
Journal of time series econometrics
6
SpringerLink / Bücher
6
The journal of risk model validation
6
Economic modelling
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
5
Journal of empirical finance
5
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5
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4
Applied economics letters
4
Handbook of economic forecasting ; 1
4
Journal of economic dynamics & control
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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1
Forecasting exchange rates using asymmetric losses : a Bayesian approach
Tsiotas, Georgios
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 273-287
Persistent link: https://www.econbiz.de/10013167737
Saved in:
2
Dynamic quantile function models
Chen, Wilson Ye
;
Peters, Gareth
;
Gerlach, Richard H.
; …
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1665-1691
Persistent link: https://www.econbiz.de/10013367940
Saved in:
3
Reduction of estimation error impact in the risk parity strategiesv
Kim, Hyuksoo
;
Kim, Saejoon
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1351-1364
Persistent link: https://www.econbiz.de/10012608651
Saved in:
4
On a new parametrization class of solvable diffusion models and transition probability kernels
Tudor, Sebastian F.
;
Chatterjee, Rupak
;
Tydniouk, Igor
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1773-1790
Persistent link: https://www.econbiz.de/10012653711
Saved in:
5
Stock market trend prediction using a functional time series approach
Huang, Shih-Feng
;
Guo, Meihui
;
Chen, May-Ru
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10012194855
Saved in:
6
Portfolio optimization under Expected Shortfall : contour maps of estimation error
Caccioli, Fabio
;
Kondor, Imre
;
Papp, Gábor
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1295-1313
Persistent link: https://www.econbiz.de/10011911538
Saved in:
7
Short term prediction of extreme returns based on the recurrence interval analysis
Jiang, Zhi-Qiang
;
Wang, Gang-Jin
;
Canabarro, Askery
; …
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 353-370
Persistent link: https://www.econbiz.de/10011906380
Saved in:
8
A Bayesian encompassing test using combined value-at-risk estimates
Tsiotas, Georgios
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 395-417
Persistent link: https://www.econbiz.de/10011906387
Saved in:
9
Consumption, aggregate wealth and expected stock returns : a fractional cointegration approach
Ren, Yu
;
Xie, Tian
- In:
Quantitative finance
18
(
2018
)
12
,
pp. 2101-2112
Persistent link: https://www.econbiz.de/10012262986
Saved in:
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