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subject:"Deutschland"
type_genre:"Article in journal"
~isPartOf:"Quantitative finance"
~isPartOf:"Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung"
~subject:"Forecasting model"
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Deutschland
Forecasting model
Theorie
1,282
Theory
1,282
Portfolio selection
139
Portfolio-Management
139
Stochastic process
54
Stochastischer Prozess
54
Prognoseverfahren
52
Volatility
52
Volatilität
52
Börsenkurs
45
Share price
45
Germany
43
Risiko
43
Risk
43
Mathematical programming
39
Mathematische Optimierung
39
Capital income
38
Kapitaleinkommen
38
Risikomaß
36
Risk measure
36
Estimation
35
Schätzung
35
Risikomanagement
34
Risk management
34
CAPM
33
Time series analysis
27
Zeitreihenanalyse
27
Transaction costs
25
Transaktionskosten
25
Securities trading
24
Wertpapierhandel
24
Financial market
23
Finanzmarkt
23
Market microstructure
23
Marktmikrostruktur
23
Statistical distribution
23
Statistische Verteilung
23
Betriebliche Investitionstheorie
22
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Undetermined
55
Free
4
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Article
94
Book / Working Paper
1
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
95
Collection of articles of several authors
1
Konferenzschrift
1
Sammelwerk
1
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English
49
German
46
Author
All
Creamer Guillén, Germán
2
Liu, Li
2
Matthes, Norbert
2
Sornette, Didier
2
Taleb, Nassim Nicholas
2
Zimmerer, Thomas
2
Akin, Bülent
1
Alexander, Carol
1
Ammann, Helmut
1
Antonov, Anton
1
Aste, Tomaso
1
Bareis, Peter
1
Bauer, Hans H.
1
Bekiros, Stelios
1
Berthold, Norbert
1
Bontrup, Heinz-Josef
1
Borchert, Manfred
1
Bormetti, Giacomo
1
Bottazzi, Giulio
1
Bouchard, Bruno
1
Bouchaud, Jean-Philippe
1
Bu, Ruijun
1
Buccheri, Giuseppe
1
Burke, Matt
1
Butler, Andrew
1
Cao, Yi
1
Cattivelli, Luca
1
Chen, Qian
1
Chen, Yi-Chi
1
Chen, Ying
1
Chu, Chih-Kang
1
Chua, Wee Song
1
Clayton, Aubrey
1
Dakos, Michael
1
Demirer, Rıza
1
Demos, Guilherme
1
Deng, Kaihua
1
Dichtl, Erwin
1
Donges, Martín
1
Döpke, Jörg
1
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Forecasting Financial Markets Conference <23.>
1
Published in...
All
Quantitative finance
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
International journal of forecasting
678
Journal of forecasting
436
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
147
Journal of econometrics
132
European journal of operational research : EJOR
113
Applied economics
98
Economic modelling
93
Economics letters
93
Computational economics
86
Energy economics
85
Journal of empirical finance
78
Technological forecasting & social change : an international journal
78
Journal of applied econometrics
73
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
70
Applied economics letters
69
Management science : journal of the Institute for Operations Research and the Management Sciences
67
Journal of international money and finance
66
Journal of banking & finance
65
Risks : open access journal
64
Finance research letters
63
Journal of economic dynamics & control
57
Jahrbücher für Nationalökonomie und Statistik
56
The European journal of finance
55
International journal of production economics
53
Insurance / Mathematics & economics
47
Journal of business economics : JBE
46
International review of financial analysis
45
The North American journal of economics and finance : a journal of financial economics studies
44
International journal of production research
42
International review of economics & finance : IREF
42
Econometric reviews
41
Journal of financial economics
39
Journal of risk and financial management : JRFM
36
The review of economics and statistics
36
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
36
Journal of business research : JBR
34
Journal of economic behavior & organization : JEBO
34
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
34
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ECONIS (ZBW)
95
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1
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
2
Deep-learning models for forecasting financial risk premia and their interpretations
Lo, Andrew W.
;
Singh, Manish
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 917-929
Persistent link: https://www.econbiz.de/10014304395
Saved in:
3
A generative model of a limit order book using recurrent neural networks
Hultin, Hanna
;
Hult, Henrik
;
Proutiere, Alexandre
; …
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 931-958
Persistent link: https://www.econbiz.de/10014304400
Saved in:
4
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
5
Integrating prediction in mean-variance portfolio optimization
Butler, Andrew
;
Kwon, Roy H.
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 429-452
Persistent link: https://www.econbiz.de/10014232664
Saved in:
6
Optimal trading with transaction costs and short-term predictability
Murthy, Shashidhar
;
Wald, John K.
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1115-1127
Persistent link: https://www.econbiz.de/10014321667
Saved in:
7
Coupled GARCH(1,1) model
Nie, Huasheng
;
Waelbroeck, Henri
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 759-776
Persistent link: https://www.econbiz.de/10014304344
Saved in:
8
Predicting credit ratings and transition probabilities : a simple cumulative link model with firm-specific frailty
Hwang, Ruey-Ching
;
Chu, Chih-Kang
;
Chen, Yi-Chi
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 149-168
Persistent link: https://www.econbiz.de/10013490962
Saved in:
9
Short-term volatility forecasting with kernel support vector regression and Markov switching multifractal model
Khashanah, Khaldoun
;
Shao, Chenjie
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 241-253
Persistent link: https://www.econbiz.de/10013167735
Saved in:
10
Size and power in tests of return predictability
LeRoy, Stephen F.
;
Singhania, Rish
- In:
Quantitative finance
22
(
2022
)
6
,
pp. 1153-1167
Persistent link: https://www.econbiz.de/10013367890
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