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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Quantitative finance"
~isPartOf:"Working papers / Rutgers University, Department of Economics"
~subject:"Risikomaß"
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Deutschland
Forecasting model
Risikomaß
Estimation theory
69
Schätztheorie
69
Prognoseverfahren
20
Theorie
20
Theory
20
Time series analysis
20
Zeitreihenanalyse
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19
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Swanson, Norman R.
11
Corradi, Valentina
6
Armah, Nii Ayi
3
Tsiotas, Georgios
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Caccioli, Fabio
1
Canabarro, Askery
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chen, Wilson Ye
1
Chi, Xie
1
Galakis, John
1
Gerlach, Richard H.
1
Guo, Meihui
1
Hizmeri, Rodrigo
1
Huang, Shih-Feng
1
Izzeldin, Marwan
1
Jiang, Zhi-Qiang
1
Kaibuchi, Hibiki
1
Kawasaki, Yoshinori
1
Kim, Hyuksoo
1
Kim, Hyun Hak
1
Kim, Saejoon
1
Kondor, Imre
1
Nolte, Ingmar
1
Papp, Gábor
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Pappas, Vasileios
1
Peters, Gareth
1
Podobnik, Boris
1
Ren, Yu
1
Sisson, Scott A.
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Stanley, H. Eugene
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Stupfler, G.
1
Tudor, Sebastian F.
1
Tydniouk, Igor
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Urbach, Richard
1
Vrontos, Ioannis D.
1
Vrontos, Spyridon D.
1
Wang, Gang-Jin
1
Xie, Tian
1
Zhou, Wei-Xing
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Quantitative finance
Working papers / Rutgers University, Department of Economics
International journal of forecasting
115
Journal of econometrics
87
Journal of forecasting
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Insurance / Mathematics & economics
35
Economics letters
30
Discussion paper / Tinbergen Institute
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Journal of risk
22
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20
Working paper / Department of Econometrics and Business Statistics, Monash University
20
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18
Journal of banking & finance
17
Finance research letters
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Journal of the American Statistical Association : JASA
15
The econometrics journal
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Econometric theory
14
Journal of empirical finance
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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13
Journal of financial econometrics
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Risks : open access journal
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
13
Working papers series in theoretical and applied economics
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Applied economics
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11
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
Journal of risk and financial management : JRFM
10
NBER working paper series
10
Reihe Quantitative Ökonomie : Ökon
10
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
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ECONIS (ZBW)
23
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1
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
2
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
3
Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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