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subject:"Portfolio selection"
subject:"Risk"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Nonparametric statistics"
~subject:"Zeitreihenanalyse"
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Portfolio selection
Risk
Nonparametric statistics
Zeitreihenanalyse
Theorie
854
Theory
854
Time series analysis
235
Estimation theory
198
Schätztheorie
198
USA
188
United States
188
Estimation
164
Schätzung
164
Forecasting model
134
Prognoseverfahren
134
Volatility
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Volatilität
72
Bayes-Statistik
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Bayesian inference
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Statistical theory
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Statistische Methodenlehre
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Statistical test
64
Statistischer Test
64
Nichtparametrisches Verfahren
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Capital income
55
Kapitaleinkommen
55
Statistical distribution
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49
Regression analysis
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Regressionsanalyse
39
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Markov-Kette
38
Simulation
37
ARCH model
33
ARCH-Modell
33
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33
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33
Börsenkurs
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32
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315
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Ghysels, Eric
7
Engle, Robert F.
5
Leybourne, Stephen James
5
Harvey, Andrew C.
4
Li, Wai Keung
4
Marcellino, Massimiliano
4
Perron, Pierre
4
Taylor, Robert
4
Andrews, Donald W. K.
3
Diebold, Francis X.
3
Dijk, Herman K. van
3
Flores, Carlos
3
Franses, Philip Hans
3
Gregory, Allan W.
3
Hamilton, James D.
3
Kim, Chang-jin
3
Koop, Gary
3
Koopman, Siem Jan
3
Lian, Heng
3
Lucas, André
3
McCabe, Brendan Peter Martin
3
Nijman, Theodore E.
3
Palm, Franz C.
3
Stock, James H.
3
West, Mike
3
Zhu, Ke
3
Zivot, Eric
3
Aastveit, Knut Are
2
Alba, Enrique de
2
Bera, Anil K.
2
Brunner, Allan D.
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Camacho, Maximo
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Canova, Fabio
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Chen, Xuan
2
Cheung, Yin-Wong
2
Christiano, Lawrence J.
2
Creal, Drew
2
Drost, Feike C.
2
Fleissig, Adrian R.
2
Flores-Lagunes, Alfonso
2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Economics letters
540
European journal of operational research : EJOR
499
Journal of econometrics
477
Insurance / Mathematics & economics
473
NBER working paper series
465
Working paper / National Bureau of Economic Research, Inc.
413
NBER Working Paper
411
International journal of forecasting
339
Journal of banking & finance
326
Journal of economic dynamics & control
326
Discussion paper / Tinbergen Institute
290
Economic modelling
249
Journal of forecasting
247
Econometric theory
236
Finance research letters
227
CESifo working papers
225
Discussion paper / Centre for Economic Policy Research
217
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
215
Applied economics
206
Management science : journal of the Institute for Operations Research and the Management Sciences
200
Journal of economic theory
199
Working paper
192
Finance and stochastics
191
Mathematical finance : an international journal of mathematics, statistics and financial theory
184
Risks : open access journal
178
Econometric reviews
172
International journal of theoretical and applied finance
172
Journal of empirical finance
165
Research paper series / Swiss Finance Institute
165
Applied economics letters
155
Journal of financial economics
154
The review of financial studies
150
Computational economics
145
Quantitative finance
142
The journal of finance : the journal of the American Finance Association
140
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
135
Journal of risk and uncertainty : JRU
132
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
131
Energy economics
128
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ECONIS (ZBW)
315
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1
Forecasting a nonstationary time series using a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 122-134
Persistent link: https://www.econbiz.de/10014449839
Saved in:
2
Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
Saved in:
3
Probabilistic forecast reconciliation under the Gaussian framework
Wickramasuriya, Shanika L.
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 272-285
Persistent link: https://www.econbiz.de/10014449925
Saved in:
4
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are
;
Cross, Jamie
;
Dijk, Herman K. van
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 523-537
Persistent link: https://www.econbiz.de/10014448307
Saved in:
5
Detection of multiple structural breaks in large covariance matrices
Li, Yu-Ning
;
Li, Degui
;
Fryzlewicz, Piotr
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 846-861
Persistent link: https://www.econbiz.de/10014448448
Saved in:
6
Teacher-to-classroom assignment and student achievement
Graham, Bryan S.
;
Ridder, Geert
;
Thiemann, Petra
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1328-1340
Persistent link: https://www.econbiz.de/10014448642
Saved in:
7
Identifying structural vector autoregression via leptokurtic economic shocks
Lanne, Markku
;
Liu, Keyan
;
Luoto, Jani
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1341-1351
Persistent link: https://www.econbiz.de/10014448648
Saved in:
8
Risk analysis via generalized pareto distributions
He, Yi
;
Peng, Liang
;
Zhang, Dabao
;
Zhao, Zifeng
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 852-867
Persistent link: https://www.econbiz.de/10013534572
Saved in:
9
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
Saved in:
10
Graphical assistant grouped network autoregression model : a Bayesian nonparametric recourse
Ren, Yimeng
;
Zhu, Xuening
;
Lu, Xiaoling
;
Hu, Guanyu
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 49-63
Persistent link: https://www.econbiz.de/10014448672
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