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subject:"Deutschland"
type_genre:"Article in journal"
~isPartOf:"Quantitative finance"
~subject:"Forecasting model"
~type_genre:"Konferenzschrift"
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Deutschland
Forecasting model
Theorie
305
Theory
305
Portfolio selection
129
Portfolio-Management
129
Stochastic process
54
Stochastischer Prozess
54
Prognoseverfahren
52
Volatility
50
Volatilität
50
Börsenkurs
44
Share price
44
Risikomaß
39
Risk measure
39
Capital income
36
Kapitaleinkommen
36
Risiko
36
Risk
36
Estimation
33
Schätzung
33
Mathematical programming
27
Mathematische Optimierung
27
Risikomanagement
27
Risk management
27
CAPM
25
Market microstructure
23
Marktmikrostruktur
23
Securities trading
22
Time series analysis
22
Wertpapierhandel
22
Zeitreihenanalyse
22
Portfolio optimization
21
Statistical distribution
21
Statistische Verteilung
21
Markov chain
20
Markov-Kette
20
ARCH model
18
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18
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18
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5
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Article
52
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Article in journal
Konferenzschrift
Aufsatz in Zeitschrift
53
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1
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English
53
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Chen, Yi-Chi
2
Creamer Guillén, Germán
2
Hwang, Ruey-Ching
2
Liu, Li
2
Sornette, Didier
2
Taleb, Nassim Nicholas
2
Alexander, Carol
1
Antonov, Anton
1
Aste, Tomaso
1
Bekiros, Stelios
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, Ying
1
Chen, Zirong
1
Chu, Chih-Kang
1
Chua, Wee Song
1
Clayton, Aubrey
1
Dakos, Michael
1
Demirer, Rıza
1
Demos, Guilherme
1
Deng, Kaihua
1
Distaso, Walter
1
Ebrahimi, Tahera
1
Fiévet, Lucas
1
Fry, John
1
Gallo, Giampiero M.
1
Garcin, Matthieu
1
Gerlach, Richard
1
Germano, Guido
1
Giachini, D.
1
Gregoriou, Andros
1
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Forecasting Financial Markets Conference <23.>
1
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Quantitative finance
International journal of forecasting
706
Journal of forecasting
438
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
152
Journal of econometrics
132
European journal of operational research : EJOR
118
Applied economics
98
Economic modelling
94
Economics letters
93
Computational economics
92
Energy economics
86
Finance research letters
84
Journal of empirical finance
79
Technological forecasting & social change : an international journal
78
Journal of applied econometrics
73
Applied economics letters
70
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
70
Journal of international money and finance
69
Risks : open access journal
68
Management science : journal of the Institute for Operations Research and the Management Sciences
67
Journal of banking & finance
65
Journal of economic dynamics & control
58
Jahrbücher für Nationalökonomie und Statistik
56
The European journal of finance
56
International journal of production economics
54
Insurance / Mathematics & economics
47
International review of financial analysis
47
Journal of business economics : JBE
46
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
46
International journal of production research
44
International review of economics & finance : IREF
44
The North American journal of economics and finance : a journal of financial economics studies
44
Econometric reviews
41
Journal of financial economics
39
Journal of risk and financial management : JRFM
36
Schriften des Vereins für Socialpolitik : SVS
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
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ECONIS (ZBW)
53
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1
Cross-section without factors : a string model for expected returns
Distaso, Walter
;
Mele, Antonio
;
Vilkov, Grigory
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 693-718
Persistent link: https://www.econbiz.de/10015050788
Saved in:
2
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:
3
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:
4
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:
5
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:
6
On the optimal forecast with the fractional Brownian motion
Wang, Xiaohu
;
Yu, Jun
;
Zhang, Chen
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 337-346
Persistent link: https://www.econbiz.de/10014552006
Saved in:
7
Predicting forward default probabilities of firms : a discrete-time forward hazard model with firm-specific frailty
Hwang, Ruey-Ching
;
Chen, Yi-Chi
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 909-919
Persistent link: https://www.econbiz.de/10015050805
Saved in:
8
Dynamic partial (co)variance forecasting model
Chen, Zirong
;
Zhou, Yao
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 643-653
Persistent link: https://www.econbiz.de/10014552126
Saved in:
9
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:
10
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
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