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subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"Applied economics"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Volatility"
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Prognoseverfahren
Volatility
Bayes-Statistik
57
Bayesian inference
57
Theorie
26
Theory
26
Estimation
15
Forecasting model
15
Schätzung
15
Estimation theory
8
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Mortality
6
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19
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Boratyńska, Agata
2
Al-Mudafer, Muhammed Taher
1
Avanzi, Benjamin
1
Beyer, Robert
1
Cabrera, Gustavo
1
Cheng, Echo Sihan
1
Coronado, Semei
1
Dufitinema, Josephine
1
Forster, Jonathan J.
1
Gupta, Rangan
1
Huang, Yifan
1
Jiang, Yuanying
1
Kleinow, Torsten
1
Langcake, Sean
1
Ma, Xiyuan
1
Macdonald, Angus
1
Madhou, Ashwin
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Meng, Shengwang
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Milivojević, Lazar
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Moosa, Imad A.
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Njenga, Carolyn Ndigwako
1
Nong, Hao
1
Peters, Gareth
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Ramiah, Vikash
1
Rewat Khanthaporn
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Robinson, Tim
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Rojas, Omar
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Sewak, Tayushma
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Sherris, Michael
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Tsai, Cary Chi-Liang
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Ungolo, Francesco
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Wichitaksorn, Nuttanan
1
Wohar, Mark E.
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Applied economics
Insurance / Mathematics & economics
International journal of forecasting
77
Journal of econometrics
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Journal of forecasting
20
Energy economics
19
Discussion papers / CEPR
18
Discussion paper / Centre for Economic Policy Research
14
Econometric reviews
14
Computational economics
13
Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Economics letters
10
European journal of operational research : EJOR
10
Journal of economic dynamics & control
9
Quantitative finance
9
Journal of international money and finance
8
Journal of macroeconomics
8
Journal of applied econometrics
7
Journal of empirical finance
7
Applied economics letters
6
Finance research letters
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Management science : journal of the Institute for Operations Research and the Management Sciences
6
Research in international business and finance
6
The North American journal of economics and finance : a journal of financial economics studies
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
International journal of finance & economics : IJFE
4
International journal of production research
4
International review of economics & finance : IREF
4
International review of financial analysis
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of monetary economics
4
Journal of quantitative economics
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Scandinavian actuarial journal
4
Astin bulletin : the journal of the International Actuarial Association
3
International journal of production economics
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Journal of banking & finance
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ECONIS (ZBW)
19
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1
A dual perspective inflation analysis of China with large dimensional data : an application of large VARs model
Nong, Hao
;
Wu, Xianghua
;
Jiang, Yuanying
- In:
Applied economics
55
(
2023
)
50
,
pp. 5939-5955
Persistent link: https://www.econbiz.de/10014335840
Saved in:
2
Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn
;
Wichitaksorn, Nuttanan
- In:
Applied economics
55
(
2023
)
51
,
pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
Saved in:
3
Dynamics and synchronization of global equilibrium interest rates
Beyer, Robert
;
Milivojević, Lazar
- In:
Applied economics
55
(
2023
)
28
,
pp. 3195-3214
Persistent link: https://www.econbiz.de/10014299143
Saved in:
4
A panel threshold VAR with stochastic volatility-in-mean model : an application to the effects of financial and uncertainty shocks in emerging economies
Soave, Gian Paulo
- In:
Applied economics
55
(
2023
)
4
,
pp. 397-431
Persistent link: https://www.econbiz.de/10013494431
Saved in:
5
Stochastic loss reserving with mixture density neural networks
Al-Mudafer, Muhammed Taher
;
Avanzi, Benjamin
;
Taylor, Greg
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 144-174
Persistent link: https://www.econbiz.de/10013348990
Saved in:
6
Robust Bayesian estimation and prediction in gamma-gamma model of claim reserves
Boratyńska, Agata
;
Zielińska-Kolasińska, Zofia
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 194-202
Persistent link: https://www.econbiz.de/10013349008
Saved in:
7
Stochastic volatility forecasting of the Finnish housing market
Dufitinema, Josephine
- In:
Applied economics
53
(
2021
)
1
,
pp. 98-114
Persistent link: https://www.econbiz.de/10012416026
Saved in:
8
Incorporating statistical clustering methods into mortality models to improve forecasting performances
Tsai, Cary Chi-Liang
;
Cheng, Echo Sihan
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 42-62
Persistent link: https://www.econbiz.de/10012649207
Saved in:
9
The role of real estate uncertainty in predicting US home sales growth : evidence from a quantiles-based Bayesian model averaging approach
Çepni, Oğuzhan
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Applied economics
52
(
2020
)
5
,
pp. 528-536
Persistent link: https://www.econbiz.de/10012197432
Saved in:
10
Oil shocks and stock volatility : new evidence via a Bayesian, graph-based VAR approach
Yin, Libo
;
Ma, Xiyuan
- In:
Applied economics
52
(
2020
)
11
,
pp. 1163-1180
Persistent link: https://www.econbiz.de/10012197521
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