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subject:"Forecasting model"
~isPartOf:"Quantitative finance"
~type_genre:"Article in journal"
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Forecasting model
Estimation theory
36
Schätztheorie
36
Volatility
15
Volatilität
15
Estimation
12
Schätzung
12
Time series analysis
10
Zeitreihenanalyse
10
Prognoseverfahren
9
Portfolio selection
8
Portfolio-Management
8
Börsenkurs
7
Option pricing theory
7
Optionspreistheorie
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Share price
7
Stochastic process
7
Stochastischer Prozess
7
Market microstructure
5
Marktmikrostruktur
5
Risikomaß
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Risk measure
5
Capital income
4
Derivat
4
Derivative
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Kapitaleinkommen
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Modellierung
4
Scientific modelling
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Statistical distribution
4
Statistische Verteilung
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Analysis of variance
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Autocorrelation
3
Autokorrelation
3
CAPM
3
Correlation
3
Estimation error
3
Korrelation
3
Monte Carlo simulation
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Article in journal
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English
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Tsiotas, Georgios
2
Caccioli, Fabio
1
Canabarro, Askery
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chi, Xie
1
Galakis, John
1
Guo, Meihui
1
Hizmeri, Rodrigo
1
Huang, Shih-Feng
1
Izzeldin, Marwan
1
Jiang, Zhi-Qiang
1
Kondor, Imre
1
Nolte, Ingmar
1
Papp, Gábor
1
Pappas, Vasileios
1
Podobnik, Boris
1
Ren, Yu
1
Stanley, H. Eugene
1
Tudor, Sebastian F.
1
Tydniouk, Igor
1
Vrontos, Ioannis D.
1
Vrontos, Spyridon D.
1
Wang, Gang-Jin
1
Xie, Tian
1
Zhou, Wei-Xing
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Quantitative finance
International journal of forecasting
113
Journal of econometrics
73
Journal of forecasting
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
Economics letters
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Insurance / Mathematics & economics
12
Journal of the American Statistical Association : JASA
12
The econometrics journal
12
Econometric theory
11
Journal of empirical finance
11
Econometric reviews
10
Finance research letters
10
Applied economics
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
European journal of operational research : EJOR
9
Journal of banking & finance
9
Astin bulletin : the journal of the International Actuarial Association
8
Computational economics
8
Economic modelling
8
Journal of financial econometrics
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
International Journal of Energy Economics and Policy : IJEEP
7
International journal of production economics
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Journal of macroeconomics
7
Risks : open access journal
7
Journal of applied econometrics
6
Journal of quantitative economics
6
Journal of risk and financial management : JRFM
6
Journal of time series econometrics
6
Oxford bulletin of economics and statistics
6
Applied economics letters
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Econometrics : open access journal
5
Financial innovation : FIN
5
Journal of quantitative economics : official journal of the Indian Econometric Society
5
Journal of the Operational Research Society : OR
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Scandinavian actuarial journal
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ECONIS (ZBW)
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1
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
2
Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
Saved in:
3
Forecasting exchange rates using asymmetric losses : a Bayesian approach
Tsiotas, Georgios
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 273-287
Persistent link: https://www.econbiz.de/10013167737
Saved in:
4
On a new parametrization class of solvable diffusion models and transition probability kernels
Tudor, Sebastian F.
;
Chatterjee, Rupak
;
Tydniouk, Igor
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1773-1790
Persistent link: https://www.econbiz.de/10012653711
Saved in:
5
Stock market trend prediction using a functional time series approach
Huang, Shih-Feng
;
Guo, Meihui
;
Chen, May-Ru
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10012194855
Saved in:
6
Portfolio optimization under Expected Shortfall : contour maps of estimation error
Caccioli, Fabio
;
Kondor, Imre
;
Papp, Gábor
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1295-1313
Persistent link: https://www.econbiz.de/10011911538
Saved in:
7
Short term prediction of extreme returns based on the recurrence interval analysis
Jiang, Zhi-Qiang
;
Wang, Gang-Jin
;
Canabarro, Askery
; …
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 353-370
Persistent link: https://www.econbiz.de/10011906380
Saved in:
8
A Bayesian encompassing test using combined value-at-risk estimates
Tsiotas, Georgios
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 395-417
Persistent link: https://www.econbiz.de/10011906387
Saved in:
9
Consumption, aggregate wealth and expected stock returns : a fractional cointegration approach
Ren, Yu
;
Xie, Tian
- In:
Quantitative finance
18
(
2018
)
12
,
pp. 2101-2112
Persistent link: https://www.econbiz.de/10012262986
Saved in:
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