//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Forecasting model"
~isPartOf:"Economic modelling"
~subject:"USA"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Statistical distribution"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
USA
Statistical distribution
43
Statistische Verteilung
43
Theorie
26
Theory
26
Risikomaß
16
Risk measure
16
Volatility
13
Volatilität
13
ARCH model
12
ARCH-Modell
12
Estimation
11
Prognoseverfahren
11
Schätzung
11
Portfolio selection
10
Portfolio-Management
10
Capital income
9
Kapitaleinkommen
9
Risikomanagement
7
Risk management
7
Börsenkurs
6
Multivariate Verteilung
6
Multivariate distribution
6
Share price
6
Einkommensverteilung
5
Income distribution
5
Time series analysis
5
Zeitreihenanalyse
5
China
4
Value-at-Risk
4
Ausreißer
3
Causality analysis
3
Credit derivative
3
Credit risk
3
Estimation theory
3
Kausalanalyse
3
Kreditderivat
3
Kreditrisiko
3
Option pricing theory
3
Optionspreistheorie
3
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Ahamada, Ibrahim
1
Berger, Theo
1
Chronis, George A.
1
Gao, Chun-Ting
1
Gerlach, Richard
1
Huang, Zhuo
1
Jiang, Zhi-qiang
1
Jolivaldt, Philippe
1
Kamdem, J. Sadefo
1
Kiani, Khurshid M.
1
Kocięcki, Andrzej
1
Kolasa, Marcin
1
Li, Hongyi
1
Liang, Fang
1
Liu, Guifang
1
Liu, Huifang
1
Liu, Yi
1
Moussa, A. Mbairadjim
1
Naimoli, Antonio
1
Robaszek, Michał
1
Storti, Giuseppe
1
Terraza, Michel
1
Wang, Tianyi
1
Xie, Wen-jie
1
Xu, Weijun
1
Yan, Hong
1
Zhang, Lei
1
Zhou, Wei-xing
1
Zhou, Xiao-Hua
1
more ...
less ...
Published in...
All
Economic modelling
International journal of forecasting
76
Journal of forecasting
39
Discussion paper / Tinbergen Institute
28
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
24
Journal of econometrics
22
Journal of banking & finance
15
Journal of applied econometrics
14
Working paper / National Bureau of Economic Research, Inc.
13
Working paper / Norges Bank
13
Federal Reserve Bank of Cleveland working paper series
12
Working paper
12
Applied economics letters
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Research paper series / Swiss Finance Institute
11
Swiss Finance Institute Research Paper
11
Working paper series / European Central Bank
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Finance research letters
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
Econometrics : open access journal
9
Energy economics
9
The European journal of finance
9
The review of economics and statistics
9
Working papers
9
Applied economics
8
Applied financial economics
8
ECB Working Paper
8
Economics letters
8
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
8
Insurance / Mathematics & economics
8
Journal of financial econometrics
8
The journal of futures markets
8
CAMA working paper series
7
CESifo working papers
7
CFS working paper series
7
Discussion paper series / IZA
7
Discussion papers / National Institute of Economic and Social Research
7
International review of economics & finance : IREF
7
Journal of economic dynamics & control
7
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators
Naimoli, Antonio
;
Gerlach, Richard
;
Storti, Giuseppe
- In:
Economic modelling
107
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013367470
Saved in:
2
Do realized higher moments have information content? : VaR forecasting based on the realized GARCH-RSRK model
Wang, Tianyi
;
Liang, Fang
;
Huang, Zhuo
;
Yan, Hong
- In:
Economic modelling
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013348237
Saved in:
3
Modeling and forecasting return jumps using realized variation measures
Liu, Yi
;
Liu, Huifang
;
Zhang, Lei
- In:
Economic modelling
76
(
2019
),
pp. 63-80
Persistent link: https://www.econbiz.de/10012198262
Saved in:
4
On the isolated impact of copulas on risk measurement : asimulation study
Berger, Theo
- In:
Economic modelling
58
(
2016
),
pp. 475-481
Persistent link: https://www.econbiz.de/10011647502
Saved in:
5
A novel jump diffusion model based on SGT distribution and its applications
Xu, Weijun
;
Liu, Guifang
;
Li, Hongyi
- In:
Economic modelling
59
(
2016
),
pp. 74-92
Persistent link: https://www.econbiz.de/10011647763
Saved in:
6
Modelling the extreme variability of the US Consumer Price Index inflation with a stable non-symmetric distribution
Chronis, George A.
- In:
Economic modelling
59
(
2016
),
pp. 271-277
Persistent link: https://www.econbiz.de/10011647830
Saved in:
7
On business cycle fluctuations in USA macroeconomic time series
Kiani, Khurshid M.
- In:
Economic modelling
53
(
2016
),
pp. 179-186
Persistent link: https://www.econbiz.de/10011640993
Saved in:
8
Forecasting VaR and ES using dynamic conditional score models and skew Student distribution
Gao, Chun-Ting
;
Zhou, Xiao-Hua
- In:
Economic modelling
53
(
2016
),
pp. 216-223
Persistent link: https://www.econbiz.de/10011641009
Saved in:
9
Fuzzy value-at-risk and expected shortfall for portfolios with heavy-tailed returns
Moussa, A. Mbairadjim
;
Kamdem, J. Sadefo
;
Terraza, Michel
- In:
Economic modelling
39
(
2014
),
pp. 247-256
Persistent link: https://www.econbiz.de/10010421851
Saved in:
10
Extreme value statistics and recurrence intervals of NYMEX energy futures volatility
Xie, Wen-jie
;
Jiang, Zhi-qiang
;
Zhou, Wei-xing
- In:
Economic modelling
36
(
2014
),
pp. 8-17
Persistent link: https://www.econbiz.de/10010412098
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->