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~person:"Fuertes, Ana María"
~person:"Lazar, Emese"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Prognoseverfahren
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11
Risk measure
11
Forecasting model
6
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6
Theory
6
Value-at-Risk
5
Volatility
5
Volatilität
5
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Börsenkurs
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Capital income
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Securities trading
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Time series analysis
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Messung
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Risk
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price discovery
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realized volatility
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Fuertes, Ana María
Lazar, Emese
Gerlach, Richard
10
McAleer, Michael
8
Chen, Cathy W. S.
7
Degiannakis, Stavros
7
Taylor, James W.
7
Weiß, Gregor
7
Gupta, Rangan
6
Wang, Chao
6
Chlebus, Marcin
5
Pierdzioch, Christian
5
Righi, Marcelo Brutti
5
Storti, Giuseppe
5
Ardia, David
4
Bee, Marco
4
Berger, Theo
4
Herrera, Rodrigo
4
Hoga, Yannick
4
Hurlin, Christophe
4
Kok Haur Ng
4
Lönnbark, Carl
4
Müller, Fernanda Maria
4
Naimoli, Antonio
4
Salisu, Afees A.
4
Trapin, Luca
4
Wied, Dominik
4
Ziggel, Daniel
4
Almeida, Caio
3
Ardison, Kym
3
Asai, Manabu
3
Berens, Tobias
3
Blazsek, Szabolcs
3
Brownlees, Christian
3
Catania, Leopoldo
3
Da Veiga, Bernardo
3
Diao, Xundi
3
Floros, Christos
3
Garcia, René
3
Gillas, Konstantinos Gkillas
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Hoogerheide, Lennart
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International journal of forecasting
3
International review of financial analysis
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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ECONIS (ZBW)
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1
VaR and ES forecasting via recurrent neural network-based stateful models
Qiu, Zhiguo
;
Lazar, Emese
;
Nakata, Keiichi
- In:
International review of financial analysis
92
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492387
Saved in:
2
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:
3
Overnight news and daily equity trading risk limits
Ahoniemi, Katja
;
Fuertes, Ana María
;
Olmo, Jose
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 525-551
Persistent link: https://www.econbiz.de/10011623670
Saved in:
4
Forecasting VaR using analytic higher moments for GARCH processes
Alexander, Carol
;
Lazar, Emese
;
Stanescu, Silvia
- In:
International review of financial analysis
30
(
2013
),
pp. 36-45
Persistent link: https://www.econbiz.de/10010460001
Saved in:
5
Optimally harnessing inter-day and intra-day information for daily value-at-risk prediction
Fuertes, Ana María
;
Olmo, Jose
- In:
International journal of forecasting
29
(
2013
)
1
,
pp. 28-42
Persistent link: https://www.econbiz.de/10009706180
Saved in:
6
On forecasting daily stock volatility : the role of intraday information and market conditions
Fuertes, Ana María
;
Izzeldin, Marwan
;
Kalotychou, Elena
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 259-281
Persistent link: https://www.econbiz.de/10003870053
Saved in:
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