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subject:"Prognoseverfahren"
~isPartOf:"Finance research letters"
~subject:"Börsenkurs"
~subject:"Volatility"
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Prognoseverfahren
Börsenkurs
Volatility
Statistical distribution
42
Statistische Verteilung
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Wu, Xinyu
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Annaert, Jan
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Finance research letters
International journal of forecasting
75
Journal of econometrics
52
Journal of forecasting
39
Discussion paper / Tinbergen Institute
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International journal of theoretical and applied finance
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International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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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
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Journal of economic dynamics & control
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Federal Reserve Bank of Cleveland working paper series
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Journal of international financial markets, institutions & money
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Journal of mathematical finance
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Risks : open access journal
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Applied economics letters
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Economics letters
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Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
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Management science : journal of the Institute for Operations Research and the Management Sciences
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NBER working paper series
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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1
Can average skewness really predict financial returns? : the euro area case
Annaert, Jan
;
De Ceuster, Marc J.
;
Cappellen, Jef van
- In:
Finance research letters
52
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014472219
Saved in:
2
Measuring systemic risk with high-frequency data : a realized GARCH approach
Chen, Qihao
;
Huang, Zhuo
;
Liang, Fang
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472723
Saved in:
3
Forecasting tail risk for Bitcoin : a dynamic peak over threshold approach
Ke, Rui
;
Yang, Luyao
;
Tan, Changchun
- In:
Finance research letters
49
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013478773
Saved in:
4
Has the interaction between skewness and kurtosis of asset returns information content for risk forecasting?
Jiménez, Inés
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013478838
Saved in:
5
Market reaction, COVID-19 pandemic and return distribution
Jin, Chenglu
;
Lu, Xingyu
;
Zhang, Yihan
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013553679
Saved in:
6
Stock liquidity and return distribution : evidence from the London Stock Exchange
Wang, Andong
;
Hudson, Robert
;
Rhodes, Mark J.
;
Zhang, Sijia
- In:
Finance research letters
39
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012804976
Saved in:
7
Higher moments, extreme returns, and cross-section of cryptocurrency returns
Jia, Yuecheng
;
Liu, Yuzheng
;
Yan, Shu
- In:
Finance research letters
39
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012804999
Saved in:
8
A realized EGARCH-MIDAS model with higher moments
Wu, Xinyu
;
Xie, Haibin
- In:
Finance research letters
38
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485028
Saved in:
9
Portfolio value-at-risk with two-sided Weibull distribution : evidence from cryptocurrency markets
Silahli, Baykar
;
Dingec, Kemal Dincer
;
Cifter, Atilla
; …
- In:
Finance research letters
38
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012485378
Saved in:
10
Forecasting VaR using realized EGARCH model with skewness and kurtosis
Wu, Xinyu
;
Xia, Michelle
;
Zhang, Huanming
- In:
Finance research letters
32
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012430736
Saved in:
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