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subject:"Risiko"
subject:"Share price"
~isPartOf:"Journal of econometrics"
~isPartOf:"Quantitative finance"
~subject:"Risikomaß"
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Risiko
Share price
Risikomaß
Theorie
1,890
Theory
1,890
Estimation theory
368
Schätztheorie
368
Time series analysis
346
Zeitreihenanalyse
346
Estimation
197
Schätzung
197
Forecasting model
176
Prognoseverfahren
176
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171
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171
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155
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89
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87
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87
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84
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166
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Lillo, Fabrizio
4
Grammig, Joachim
3
Livieri, Giulia
3
Todorov, Viktor
3
Abergel, Frédéric
2
Aït-Sahalia, Yacine
2
Bollerslev, Tim
2
Bormetti, Giacomo
2
Bouchaud, Jean-Philippe
2
Chen, Jing
2
Chen, Qian
2
Cont, Rama
2
Fan, Jianqing
2
Fernandes, Marcelo
2
Gerlach, Richard
2
Hawkes, Alan
2
Härdle, Wolfgang
2
Laeven, Roger J. A.
2
Liao, Yuan
2
Liesenfeld, Roman
2
Patton, Andrew J.
2
Peng, Liang
2
Pirino, Davide
2
Satchell, Stephen
2
Sornette, Didier
2
Taranto, Damian Eduardo
2
Tauchen, George Eugene
2
Tóth, Bence
2
Wang, Chao
2
Wang, Weining
2
Yang, Xiye
2
Zhang, Zhengjun
2
Ahn, Kwangwon
1
Alem, Mauro
1
Alexander, Carol
1
Andersen, Torben
1
Andreou, Elena
1
Antonov, Anton
1
Auer, Benjamin R.
1
Ayat, K. Leila
1
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Journal of econometrics
Quantitative finance
NBER working paper series
408
Working paper / National Bureau of Economic Research, Inc.
380
NBER Working Paper
334
Insurance / Mathematics & economics
329
European journal of operational research : EJOR
280
Journal of banking & finance
255
Economics letters
235
Discussion paper / Centre for Economic Policy Research
204
Journal of economic dynamics & control
193
CESifo working papers
171
Journal of economic theory
171
The review of financial studies
171
Finance research letters
162
The journal of finance : the journal of the American Finance Association
161
Journal of financial economics
160
Economic modelling
145
Risks : open access journal
137
Journal of empirical finance
133
International review of financial analysis
130
Management science : journal of the Institute for Operations Research and the Management Sciences
128
Journal of risk and uncertainty : JRU
127
Applied economics
113
Discussion paper / Tinbergen Institute
112
Journal of economic behavior & organization : JEBO
111
International review of economics & finance : IREF
108
Working paper
104
Applied economics letters
100
Research paper series / Swiss Finance Institute
98
The American economic review
98
Journal of monetary economics
91
The North American journal of economics and finance : a journal of financial economics studies
89
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86
International journal of theoretical and applied finance
84
The European journal of finance
84
Finance and stochastics
79
Discussion papers / CEPR
76
Mathematical finance : an international journal of mathematics, statistics and financial theory
76
American journal of agricultural economics
74
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ECONIS (ZBW)
166
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1
Multivariate systemic risk measures and computation by deep learning algorithms
Doldi, A.
;
Feng, Y.
;
Fouque, Jean-Pierre
;
Frittelli, Marco
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1431-1444
Persistent link: https://www.econbiz.de/10014419169
Saved in:
2
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
3
Analysis and modeling of client order flow in limit order markets
Cont, Rama
;
Cucuringu, Mihai
;
Glukhov, Vacslav
; …
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 187-205
Persistent link: https://www.econbiz.de/10014232614
Saved in:
4
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:
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
Estimation risk and the implicit value of index-tracking
Clark, Brian
;
Edirisinghe, Chanaka
;
Simaan, Majeed
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 303-319
Persistent link: https://www.econbiz.de/10013167745
Saved in:
7
State-dependent Hawkes processes and their application to limit order book modelling
Morariu-Patrichi, Maxime
;
Pakkanen, Mikko S.
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 563-583
Persistent link: https://www.econbiz.de/10013167781
Saved in:
8
Optimal trade execution for Gaussian signals with power-law resilience
Forde, Martin
;
Sánchez-Betancourt, Leandro
;
Smith, Benjamin
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 585-596
Persistent link: https://www.econbiz.de/10013167782
Saved in:
9
Tile test for back-testing risk evaluation
Zumbach, Gilles O.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1605-1619
Persistent link: https://www.econbiz.de/10012653703
Saved in:
10
Rule-based trading on an order-driven exchange : a reassessment
Isaac, Alan Glen
;
Ramaswamy, Vasudeva
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1871-1886
Persistent link: https://www.econbiz.de/10014452482
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