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subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"Journal of financial econometrics"
~subject:"USA"
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Prognoseverfahren
USA
Statistical distribution
21
Statistische Verteilung
21
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11
Risk measure
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Capital income
10
Kapitaleinkommen
10
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expected shortfall
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Cai, Charlie X.
1
Cai, Yuzhi
1
Hoga, Yannick
1
Joe, Harry
1
Kim, Minjoo
1
Li, Guofu
1
Metaxoglou, Kostantinos
1
Pan, Shenyi
1
Peng, Shige
1
Pettenuzzo, Davide
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Shin, Yongcheol
1
Smith, Aaron D.
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Stander, Julian
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Yang, Shuzhen
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Yao, Jianfeng
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Journal of financial econometrics
International journal of forecasting
53
Journal of econometrics
12
Journal of forecasting
9
Applied economics
8
Economic modelling
8
Journal of banking & finance
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Working paper / National Bureau of Economic Research, Inc.
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Applied economics letters
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Energy economics
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Finance research letters
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International review of economics & finance : IREF
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Journal of applied econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The European journal of finance
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Computational economics
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Research paper series / Swiss Finance Institute
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The North American journal of economics and finance : a journal of financial economics studies
5
Discussion paper / Centre for Economic Policy Research
4
Economics letters
4
Insurance / Mathematics & economics
4
Journal of economic dynamics & control
4
Journal of empirical finance
4
Journal of financial and quantitative analysis : JFQA
4
Swiss Finance Institute Research Paper
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Discussion papers / CEPR
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
European journal of operational research : EJOR
3
International journal of production economics
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International review of financial analysis
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Journal of financial economics
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Journal of international financial markets, institutions & money
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Journal of macroeconomics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Pacific-Basin finance journal
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American economic review
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Astin bulletin : the journal of the International Actuarial Association
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1
Conditional inferences based on vine copulas with applications to credit spread data of corporate bonds
Pan, Shenyi
;
Joe, Harry
;
Li, Guofu
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 714-741
Persistent link: https://www.econbiz.de/10014314788
Saved in:
2
Improving value-at-risk prediction under model uncertainty
Peng, Shige
;
Yang, Shuzhen
;
Yao, Jianfeng
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 228-259
Persistent link: https://www.econbiz.de/10013542865
Saved in:
3
Modeling time-varying tail dependence, with application to systemic risk forecasting
Hoga, Yannick
- In:
Journal of financial econometrics
20
(
2022
)
5
,
pp. 1007-1037
Persistent link: https://www.econbiz.de/10013460046
Saved in:
4
Density forecast evaluations via a simulation-based dynamic probability integral transformation
Yun, Jaeho
- In:
Journal of financial econometrics
18
(
2020
)
1
,
pp. 24-58
Persistent link: https://www.econbiz.de/10012180381
Saved in:
5
The threshold GARCH model : estimation and density forecasting for financial returns
Cai, Yuzhi
;
Stander, Julian
- In:
Journal of financial econometrics
18
(
2020
)
2
,
pp. 395-424
Persistent link: https://www.econbiz.de/10012232969
Saved in:
6
Option-implied equity premium predictions via entropic tilting
Metaxoglou, Kostantinos
;
Pettenuzzo, Davide
;
Smith, Aaron D.
- In:
Journal of financial econometrics
17
(
2019
)
4
,
pp. 559-586
Persistent link: https://www.econbiz.de/10012149844
Saved in:
7
FARVaR : functional autoregressive value-at-risk
Cai, Charlie X.
;
Kim, Minjoo
;
Shin, Yongcheol
;
Zhang, Qi
- In:
Journal of financial econometrics
17
(
2019
)
2
,
pp. 284-337
Persistent link: https://www.econbiz.de/10012054445
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