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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Quantitative finance"
~subject:"Autokorrelation"
~subject:"Monte-Carlo-Simulation"
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Deutschland
Forecasting model
Autokorrelation
Monte-Carlo-Simulation
Estimation theory
36
Schätztheorie
36
Volatility
15
Volatilität
15
Estimation
12
Schätzung
12
Time series analysis
10
Zeitreihenanalyse
10
Prognoseverfahren
9
Portfolio selection
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Portfolio-Management
8
Börsenkurs
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Option pricing theory
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Optionspreistheorie
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Share price
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Stochastic process
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Stochastischer Prozess
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Market microstructure
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Marktmikrostruktur
5
Risikomaß
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Risk measure
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Capital income
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Derivat
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Derivative
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Kapitaleinkommen
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Modellierung
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Scientific modelling
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Statistical distribution
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Statistische Verteilung
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Analysis of variance
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Autocorrelation
3
CAPM
3
Correlation
3
Estimation error
3
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Monte Carlo simulation
3
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Tsiotas, Georgios
2
Caccioli, Fabio
1
Canabarro, Askery
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chen, Wilson Ye
1
Chi, Xie
1
Chronopoulou, Alexandra
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
Kondor, Imre
1
Nolte, Ingmar
1
Papp, Gábor
1
Pappas, Vasileios
1
Peters, Gareth
1
Podobnik, Boris
1
Ren, Yu
1
Sisson, Scott A.
1
Sornette, Didier
1
Spiliopoulos, Konstantinos
1
Stanley, H. Eugene
1
Tudor, Sebastian F.
1
Tydniouk, Igor
1
Vrontos, Ioannis D.
1
Vrontos, Spyridon D.
1
Wang, Gang-Jin
1
Wehrli, Alexander
1
Wheatley, Spencer
1
Xie, Tian
1
Zhou, Wei-Xing
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Quantitative finance
Journal of econometrics
188
International journal of forecasting
115
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
93
Economics letters
76
Journal of forecasting
69
Econometric reviews
57
Discussion paper / Tinbergen Institute
50
Econometric theory
49
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
The econometrics journal
34
Working paper / Department of Econometrics and Business Statistics, Monash University
30
Computational economics
29
Applied economics letters
25
Economic modelling
25
Discussion paper
24
Journal of the American Statistical Association : JASA
24
NBER Working Paper
23
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
22
Applied economics
21
Econometrics : open access journal
21
Working paper / National Bureau of Economic Research, Inc.
21
European journal of operational research : EJOR
20
Journal of empirical finance
20
NBER working paper series
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Cowles Foundation discussion paper
19
Discussion paper series / IZA
19
Europäische Hochschulschriften / 5
19
Working paper
19
CESifo working papers
16
Oxford bulletin of economics and statistics
16
CREATES research paper
15
Finance research letters
15
Insurance / Mathematics & economics
15
CEMMAP working papers / Centre for Microdata Methods and Practice
14
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Regional science & urban economics
14
Discussion paper / Center for Economic Research, Tilburg University
13
Discussion papers of interdisciplinary research project 373
13
Risks : open access journal
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes
Wehrli, Alexander
;
Wheatley, Spencer
;
Sornette, Didier
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 729-752
Persistent link: https://www.econbiz.de/10012500185
Saved in:
7
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:
8
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:
9
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:
10
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:
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