//--> //--> //-->
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:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"Computational economics"
~subject:"Bayesian inference"
~subject:"Nichtparametrisches Verfahren"
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:"Wahrscheinlichkeitsverteilung"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Bayesian inference
Nichtparametrisches Verfahren
Statistical distribution
36
Statistische Verteilung
36
Theorie
18
Theory
18
Stochastic process
11
Stochastischer Prozess
11
Volatility
11
Volatilität
11
Option pricing theory
9
Optionspreistheorie
9
Risikomaß
8
Risk measure
8
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Estimation theory
6
Schätztheorie
6
ARCH model
5
ARCH-Modell
5
Estimation
5
Forecasting model
5
Schätzung
5
Simulation
5
Aktienmarkt
4
Bayes-Statistik
4
Capital income
4
Kapitaleinkommen
4
Portfolio selection
4
Portfolio-Management
4
Stock market
4
Börsenkurs
3
Correlation
3
Importance sampling
3
Multivariate Verteilung
3
Multivariate distribution
3
Share price
3
State space model
3
Stochastic volatility
3
Time series analysis
3
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Afuecheta, Emmanuel
1
Akira Toda, Alexis
1
Avdoulas, Christos
1
Bai, Yizhou
1
Bekiros, Stelios
1
Chib, Siddhartha
1
Eleftheriadis, Iordanis
1
Kang, Shuaimin
1
Kiani, Khurshid M.
1
Kumar, Sumit
1
Kundu, Arindam
1
Liang, Rubing
1
Liu, Guangying
1
Loukeris, Nikolaos
1
Müller, Fernanda Maria
1
Nadarajah, Saralees
1
Nzeribe, Geraldine E.
1
Okorie, Idika E.
1
Qi, Howard
1
Qin, Binbin
1
Righi, Marcelo Brutti
1
Shin, Minchul
1
Tan, Fei
1
Tomar, Nutan Kumar
1
Wang, Min
1
Wang, Yongjin
1
Xia, Qiang
1
Zhang, Haoyan
1
Zhuo, Xiaoyang
1
more ...
less ...
Published in...
All
Computational economics
International journal of forecasting
54
Journal of econometrics
27
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Finance research letters
11
Insurance / Mathematics & economics
11
Applied economics
10
Econometric reviews
10
Economics letters
10
Energy economics
10
Journal of banking & finance
10
Journal of forecasting
10
Journal of applied econometrics
9
Economic modelling
8
Journal of financial econometrics
8
Applied economics letters
7
Quantitative finance
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
Discussion papers / CEPR
6
Econometric theory
6
International review of economics & finance : IREF
6
Journal of empirical finance
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of mathematical finance
6
The European journal of finance
6
The North American journal of economics and finance : a journal of financial economics studies
6
European journal of operational research : EJOR
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Research paper series / Swiss Finance Institute
5
The econometrics journal
5
Astin bulletin : the journal of the International Actuarial Association
4
International review of financial analysis
4
Journal of economic dynamics & control
4
Journal of risk
4
Pacific-Basin finance journal
4
Swiss Finance Institute Research Paper
4
International journal of production economics
3
Journal of financial economics
3
Journal of international financial markets, institutions & money
3
Journal of macroeconomics
3
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
2
Bayesian inference for mixed Gaussian GARCH-type model by Hamiltonian Monte Carlo algorithm
Liang, Rubing
;
Qin, Binbin
;
Xia, Qiang
- In:
Computational economics
63
(
2024
)
1
,
pp. 193-220
Persistent link: https://www.econbiz.de/10014472071
Saved in:
3
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
4
DSGE-SVt : an econometric toolkit for high-dimensional DSGE models with SV and T errors
Chib, Siddhartha
;
Shin, Minchul
;
Tan, Fei
- In:
Computational economics
61
(
2023
)
1
,
pp. 69-111
Persistent link: https://www.econbiz.de/10014228405
Saved in:
5
Bayesian Estimation of the Skew Ornstein-Uhlenbeck Process
Bai, Yizhou
;
Wang, Yongjin
;
Zhang, Haoyan
;
Zhuo, Xiaoyang
- In:
Computational economics
60
(
2022
)
2
,
pp. 479-527
Persistent link: https://www.econbiz.de/10013380789
Saved in:
6
Data-based automatic discretization of nonparametric distributions
Akira Toda, Alexis
- In:
Computational economics
57
(
2021
)
4
,
pp. 1217-1235
Persistent link: https://www.econbiz.de/10012543278
Saved in:
7
Option implied risk-neutral density estimation : a robust and flexible method
Kundu, Arindam
;
Kumar, Sumit
;
Tomar, Nutan Kumar
- In:
Computational economics
54
(
2019
)
2
,
pp. 705-728
Persistent link: https://www.econbiz.de/10012134345
Saved in:
8
Tail-related risk measurement and forecasting in equity markets
Bekiros, Stelios
;
Loukeris, Nikolaos
;
Eleftheriadis, …
- In:
Computational economics
53
(
2019
)
2
,
pp. 783-816
Persistent link: https://www.econbiz.de/10012134868
Saved in:
9
Bayesian variance changepoint detection in linear models with symmetric heavy-tailed errors
Kang, Shuaimin
;
Liu, Guangying
;
Qi, Howard
;
Wang, Min
- In:
Computational economics
52
(
2018
)
2
,
pp. 459-477
Persistent link: https://www.econbiz.de/10012052960
Saved in:
10
On modelling and forecasting predictable components in European stock markets
Kiani, Khurshid M.
- In:
Computational economics
48
(
2016
)
3
,
pp. 487-502
Persistent link: https://www.econbiz.de/10011712528
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->