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~isPartOf:"Journal of forecasting"
~subject:"Credit risk"
~subject:"Estimation theory"
~subject:"Forecasting model"
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Credit risk
Estimation theory
Forecasting model
Risikomaß
42
Risk measure
42
Prognoseverfahren
33
Theorie
20
Theory
20
ARCH model
14
ARCH-Modell
14
Portfolio selection
11
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11
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expected shortfall
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value at risk
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McAleer, Michael
4
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3
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3
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3
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2
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2
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2
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1
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Journal of forecasting
International journal of forecasting
48
Journal of banking & finance
43
Journal of risk
39
Insurance / Mathematics & economics
34
Finance research letters
33
Discussion paper / Tinbergen Institute
30
Risks : open access journal
28
The journal of risk model validation
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
The North American journal of economics and finance : a journal of financial economics studies
21
The journal of credit risk : published quarterly by Incisive Media
19
Journal of econometrics
18
Journal of empirical finance
18
Journal of risk management in financial institutions
18
Journal of financial econometrics
17
Computational economics
16
International review of financial analysis
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Economic modelling
14
European journal of operational research : EJOR
14
Journal of risk and financial management : JRFM
14
Quantitative finance
14
The European journal of finance
14
Econometric Institute research papers
13
Applied economics
11
Energy economics
11
Research paper series / Swiss Finance Institute
11
SFB 649 discussion paper
11
Applied economics letters
10
International journal of theoretical and applied finance
10
Journal of economic dynamics & control
10
Working papers
10
Journal of international financial markets, institutions & money
9
School of Accounting, Finance and Economics & FEMARC working paper series
9
Working paper
9
Dresdner Beiträge zu quantitativen Verfahren
8
Journal of financial services research : JFSR
8
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
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7
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ECONIS (ZBW)
36
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1
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
2
Modeling uncertainty in financial tail risk : a forecast combination and weighted quantile approach
Storti, Giuseppe
;
Wang, Chao
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1648-1663
Persistent link: https://www.econbiz.de/10014432743
Saved in:
3
Portfolio optimization based on forecasting models using vine copulas : an empirical assessment for global financial crises
Sahamkhadam, Maziar
;
Stephan, Andreas
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2139-2166
Persistent link: https://www.econbiz.de/10014432866
Saved in:
4
Forecasting
value
at
risk
and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
5
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
6
A comparison of Range
Value
at
Risk
(RVaR) forecasting models
Müller, Fernanda Maria
;
Gössling, Thalles Weber
; …
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 509-543
Persistent link: https://www.econbiz.de/10014532345
Saved in:
7
Bootstrap VAR forecasts : the effect of model uncertainties
Fresoli, Diego
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 279-293
Persistent link: https://www.econbiz.de/10012817747
Saved in:
8
A new model for forecasting VaR and ES using intraday returns aggregation
Song, Shijia
;
Li, Handong
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1039-1054
Persistent link: https://www.econbiz.de/10014338800
Saved in:
9
Forecasting energy prices : quantile-based risk models
Apergēs, Nikolaos
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 17-33
Persistent link: https://www.econbiz.de/10013465758
Saved in:
10
A comparison of methods for forecasting
value
at
risk
and expected shortfall of cryptocurrencies
Trucíos, Carlos
;
Taylor, James W.
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 989-1007
Persistent link: https://www.econbiz.de/10014292894
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