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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Quantitative finance"
~subject:"Risikomaß"
~subject:"Schätzung"
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Deutschland
Forecasting model
Risikomaß
Schätzung
Estimation theory
36
Schätztheorie
36
Volatility
15
Volatilität
15
Estimation
12
Time series analysis
10
Zeitreihenanalyse
10
Prognoseverfahren
9
Portfolio selection
8
Portfolio-Management
8
Börsenkurs
7
Option pricing theory
7
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
Risk measure
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Derivat
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Kapitaleinkommen
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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
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Autokorrelation
3
CAPM
3
Correlation
3
Estimation error
3
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3
Monte Carlo simulation
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19
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Tsiotas, Georgios
2
Achab, Massil
1
Bacry, E.
1
Buccheri, G.
1
Caccioli, Fabio
1
Canabarro, Askery
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chen, Wilson Ye
1
Chi, Xie
1
Chronopoulou, Alexandra
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1
Fabozzi, Frank J.
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Guo, Meihui
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Hizmeri, Rodrigo
1
Huang, Shih-Feng
1
Izzeldin, Marwan
1
Jiang, Zhi-Qiang
1
Kaibuchi, Hibiki
1
Kawasaki, Yoshinori
1
Kim, Hyuksoo
1
Kim, Jang Ho
1
Kim, Saejoon
1
Kim, Woo Chang
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Kondor, Imre
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Lee, Yongjae
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Mboussa Anga, G.
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Muzy, J. F.
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Nolte, Ingmar
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Podobnik, Boris
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Qiao, Kenan
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Rambaldi, M.
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Ren, Yu
1
Sisson, Scott A.
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Sornette, Didier
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Quantitative finance
Journal of econometrics
276
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
177
Economics letters
129
International journal of forecasting
118
Journal of forecasting
80
Econometric reviews
65
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
65
Discussion paper series / IZA
64
Applied economics letters
61
Discussion paper / Tinbergen Institute
61
Economic modelling
59
NBER Working Paper
54
Working paper / Department of Econometrics and Business Statistics, Monash University
53
Applied economics
51
NBER working paper series
51
CEMMAP working papers / Centre for Microdata Methods and Practice
49
Journal of applied econometrics
44
Discussion paper
43
Insurance / Mathematics & economics
43
Working paper
41
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
40
Econometric theory
38
Journal of banking & finance
38
The econometrics journal
38
IZA Discussion Paper
37
CESifo working papers
36
Journal of the American Statistical Association : JASA
36
Working paper / National Bureau of Economic Research, Inc.
35
Journal of empirical finance
33
Computational economics
32
Empirical economics : a quarterly journal of the Institute for Advanced Studies
31
Econometrics : open access journal
29
Quantitative economics : QE ; journal of the Econometric Society
29
Discussion papers / CEPR
28
European journal of operational research : EJOR
28
Finance research letters
28
Journal of financial econometrics
27
Journal of risk
27
SFB 649 discussion paper
27
CREATES research paper
26
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ECONIS (ZBW)
19
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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
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
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