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~isPartOf:"International journal of forecasting"
~language:"eng"
~subject:"Estimation theory"
~subject:"Kapitaleinkommen"
~subject:"Messung"
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Estimation theory
Kapitaleinkommen
Messung
Risikomaß
55
Risk measure
55
Forecasting model
45
Prognoseverfahren
45
Theorie
30
Theory
30
Statistical distribution
24
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24
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22
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22
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18
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15
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10
Value at risk
9
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8
Time series analysis
8
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7
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Lucas, André
2
Baronyan, Sayad
1
Bianchi, Michele Leonardo
1
Cardós, Manuel
1
Clements, Adam
1
De Luca, Giovanni
1
Dionne, Georges
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Fei, Fei
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1
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1
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1
Mengütürk, Levent Ali
1
Mucha-Kruczyński, Marcin
1
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1
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1
Polanski, Arnold
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1
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International journal of forecasting
Insurance / Mathematics & economics
125
Journal of risk
50
Journal of banking & finance
43
Risks : open access journal
39
Finance research letters
38
European journal of operational research : EJOR
35
The North American journal of economics and finance : a journal of financial economics studies
27
International review of financial analysis
26
Quantitative finance
25
The journal of risk model validation
22
Journal of econometrics
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Mathematics of operations research
19
Finance and stochastics
18
International journal of theoretical and applied finance
18
Mathematics and financial economics
18
Applied economics
17
Journal of forecasting
17
Journal of risk and financial management : JRFM
17
Discussion paper / Tinbergen Institute
16
Journal of empirical finance
16
Journal of financial econometrics
16
Computational economics
15
Research in international business and finance
15
Energy economics
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Research paper series / Swiss Finance Institute
14
Scandinavian actuarial journal
14
International review of economics & finance : IREF
13
Journal of mathematical finance
12
The journal of operational risk
12
Operations research
11
Operations research letters
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Economic modelling
10
Journal of international financial markets, institutions & money
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
The European journal of finance
10
Applied economics letters
9
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ECONIS (ZBW)
16
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date (oldest first)
1
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
2
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Saved in:
3
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
4
Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe
;
Simonato, Jean-Guy
;
Dionne, Georges
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
Saved in:
5
Volatility analysis for the GARCH-Itô-Jumps model based on high-frequency and low-frequency financial data
Fu, Jin-Yu
;
Lin, Jin-Guan
;
Hao, Hong-Xia
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1698-1712
Persistent link: https://www.econbiz.de/10014465345
Saved in:
6
Observation-driven models for realized variances and overnight returns applied to
value-at-risk
and expected shortfall forecasting
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 622-633
Persistent link: https://www.econbiz.de/10012792858
Saved in:
7
Conditional
value-at-risk
forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
8
Forecasting
value
at
risk
with intra-day return curves
Rice, Gregory
;
Wirjanto, Tony S.
;
Zhao, Yuqian
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 1023-1038
Persistent link: https://www.econbiz.de/10012497181
Saved in:
9
Forecasting risk measures using intraday data in a generalized autoregressive score framework
Lazar, Emese
;
Xue, Xiaohan
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 1057-1072
Persistent link: https://www.econbiz.de/10012497719
Saved in:
10
Quantile forecast optimal combination to enhance safety stock estimation
Trapero, Juan R.
;
Cardós, Manuel
;
Kourentzes, Nikolaos
- In:
International journal of forecasting
35
(
2019
)
1
,
pp. 239-250
Persistent link: https://www.econbiz.de/10012300607
Saved in:
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