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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Quantitative finance"
~subject:"Correlation"
~subject:"Risikomaß"
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Deutschland
Forecasting model
Correlation
Risikomaß
Estimation theory
36
Schätztheorie
36
Volatility
15
Volatilität
15
Estimation
12
Schätzung
12
Time series analysis
10
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10
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Tsiotas, Georgios
2
Buccheri, G.
1
Caccioli, Fabio
1
Canabarro, Askery
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chen, Wilson Ye
1
Chi, Xie
1
Chung, Munki
1
Fabozzi, Frank J.
1
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1
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1
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1
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1
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1
Kaibuchi, Hibiki
1
Kawasaki, Yoshinori
1
Kim, Hyuksoo
1
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1
Kim, Saejoon
1
Kim, Woo Chang
1
Kondor, Imre
1
Lee, Yongjae
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Mboussa Anga, G.
1
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Stanley, H. Eugene
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Tudor, Sebastian F.
1
Tydniouk, Igor
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Quantitative finance
Journal of econometrics
137
International journal of forecasting
115
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
Journal of forecasting
73
Economics letters
53
Discussion paper / Tinbergen Institute
37
Insurance / Mathematics & economics
36
Journal of the American Statistical Association : JASA
31
Econometric theory
26
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
25
Working paper / Department of Econometrics and Business Statistics, Monash University
24
Journal of banking & finance
23
Journal of risk
23
The econometrics journal
23
Discussion paper
22
Econometric reviews
22
Finance research letters
22
Journal of financial econometrics
22
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
21
Journal of empirical finance
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
SFB 649 discussion paper
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Computational economics
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Working paper
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Europäische Hochschulschriften / 5
18
NBER Working Paper
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Cambridge working papers in economics
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Discussion paper series / IZA
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Applied economics
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Applied economics letters
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Risks : open access journal
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CESifo working papers
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NBER working paper series
15
European journal of operational research : EJOR
14
Working papers series in theoretical and applied economics
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Working paper / National Bureau of Economic Research, Inc.
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CREATES research paper
12
Economic modelling
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ECONIS (ZBW)
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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
The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
; …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
Saved in:
7
High-dimensional realized covariance estimation : a parametric approach
Buccheri, G.
;
Mboussa Anga, G.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2093-2107
Persistent link: https://www.econbiz.de/10013490925
Saved in:
8
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:
9
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:
10
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
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