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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Finanzmarkt"
~subject:"Prognoseverfahren"
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Finanzmarkt
Prognoseverfahren
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Risk measure
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Chan, Nancy Y. C.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
International journal of forecasting
49
Journal of forecasting
33
Finance research letters
30
Discussion paper / Tinbergen Institute
21
Journal of empirical finance
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Risks : open access journal
17
The North American journal of economics and finance : a journal of financial economics studies
17
International review of financial analysis
16
Journal of banking & finance
15
Economic modelling
14
The journal of risk model validation
14
Energy economics
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Journal of risk
13
Journal of financial econometrics
12
Quantitative finance
12
Applied economics
11
Computational economics
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Econometric Institute research papers
11
Applied economics letters
10
International review of economics & finance : IREF
10
Journal of risk and financial management : JRFM
10
European journal of operational research : EJOR
8
Journal of econometrics
8
Journal of economic dynamics & control
8
Journal of risk management in financial institutions
8
The European journal of finance
8
Working paper
8
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7
CESifo working papers
6
CFS working paper series
6
Pacific-Basin finance journal
6
Research in international business and finance
6
Risk management : a journal of risk, crisis and disaster
6
Discussion papers / CEPR
5
Journal of international financial markets, institutions & money
5
Research paper series / Swiss Finance Institute
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SFB 649 discussion paper
5
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1
Modeling and forecasting macroeconomic downside risk
Delle Monache, Davide
;
De Polis, Andrea
;
Petrella, Ivan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 1010-1025
Persistent link: https://www.econbiz.de/10015053528
Saved in:
2
Backtesting systemic risk forecasts using multi-objective elicitability
Fissler, Tobias
;
Hoga, Yannick
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 485-498
Persistent link: https://www.econbiz.de/10015053421
Saved in:
3
Powerful backtests for historical simulation expected shortfall models
Du, Zaichao
;
Pei, Pei
;
Wang, Xuhui
;
Yang, Tao
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 864-874
Persistent link: https://www.econbiz.de/10015053499
Saved in:
4
Dynamic bivariate peak over threshold model for joint tail risk dynamics of financial markets
Zhao, Zifeng
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 892-906
Persistent link: https://www.econbiz.de/10012653200
Saved in:
5
Measuring asset market linkages : nonlinear dependence and tail risk
Escanciano, Juan Carlos
;
Hualde, Javier
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 453-465
Persistent link: https://www.econbiz.de/10012499091
Saved in:
6
Real-time macroeconomic forecasting with a heteroscedastic inversion copula
Loiza-Maya, Ruben
;
Smith, Michael S.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 470-486
Persistent link: https://www.econbiz.de/10012262488
Saved in:
7
Conditional extremes in asymmetric financial markets
Nolde, Natalia
;
Zhang, Jinyuan
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 201-213
Persistent link: https://www.econbiz.de/10012179547
Saved in:
8
Forecasting value at risk and expected shortfall using a semiparametric approach based on the asymmetric laplace distribution
Taylor, James W.
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 121-133
Persistent link: https://www.econbiz.de/10012176554
Saved in:
9
Bayesian time-varying quantile forecasting for value-at-risk in financial markets
Gerlach, Richard H.
;
Chen, Cathy W. S.
;
Chan, Nancy Y. C.
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
4
,
pp. 481-492
Persistent link: https://www.econbiz.de/10009355672
Saved in:
10
Evaluation and combination of conditional quantile forecasts
Giacomini, Raffaella
;
Komunjer, Ivana
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
4
,
pp. 416-431
Persistent link: https://www.econbiz.de/10003193455
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