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subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Nichtparametrisches Verfahren"
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Prognoseverfahren
Nichtparametrisches Verfahren
Statistical distribution
8
Statistische Verteilung
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Risikomaß
7
Risk measure
7
Forecasting model
6
Capital income
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Estimation
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Kapitaleinkommen
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tail risk
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Ausreißer
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Theorie
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risk-neutral probability
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economic predictability
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prediction of market returns
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return predictability
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risk factor
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ARCH model
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ARCH-Modell
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Aggregation
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Estimation theory
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Almeida, Caio
3
Ardison, Kym
3
Garcia, René
3
Vicente, Jose
3
Dobrev, Dobrislav
2
Schaumburg, Ernst
2
Bali, Turan G.
1
Camponovo, Lorenzo
1
Dijk, Dick van
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Eckernkemper, Tobias
1
Jacobs, Kris
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Kole, Erik
1
Markwat, Thijs
1
Opschoor, Anne
1
Scaillet, Olivier
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
International journal of forecasting
53
Journal of econometrics
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Applied economics
10
Journal of forecasting
10
Economics letters
9
Insurance / Mathematics & economics
9
Journal of banking & finance
9
Economic modelling
8
Journal of applied econometrics
8
Applied economics letters
7
Computational economics
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Econometric reviews
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Energy economics
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Finance research letters
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Journal of financial econometrics
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International review of economics & finance : IREF
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Quantitative finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
6
The North American journal of economics and finance : a journal of financial economics studies
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Discussion papers / CEPR
5
Journal of empirical finance
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Journal of mathematical finance
5
Research paper series / Swiss Finance Institute
5
The econometrics journal
5
Econometric theory
4
European journal of operational research : EJOR
4
International review of financial analysis
4
Journal of economic dynamics & control
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
Journal of risk
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Pacific-Basin finance journal
3
Astin bulletin : the journal of the International Actuarial Association
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ECONIS (ZBW)
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Modeling systemic risk : time-varying tail dependence when forecasting marginal expected shortfall
Eckernkemper, Tobias
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 63-117
Persistent link: https://www.econbiz.de/10011987686
Saved in:
2
Can volatility models explain extreme events?
Trapin, Luca
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011987768
Saved in:
3
Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
Saved in:
4
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
5
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
6
Forecasting value-at-risk under temporal and portfolio aggregation
Kole, Erik
;
Markwat, Thijs
;
Opschoor, Anne
;
Dijk, Dick van
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 649-677
Persistent link: https://www.econbiz.de/10011987663
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