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Search: subject:"RISK FORECASTING"
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Forecasting model
19
Prognoseverfahren
19
Risikomaß
16
Risk measure
16
Theorie
15
Theory
15
Risikomanagement
14
Risiko
13
Risk
13
Risk management
13
Portfolio selection
12
Portfolio-Management
12
Volatility
9
Volatilität
9
ARCH model
8
ARCH-Modell
8
Time series analysis
7
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7
risk forecasting
7
Risk forecasting
6
Value-at-Risk forecasting
6
Statistical distribution
5
Statistische Verteilung
5
Capital income
4
Financial crisis
4
Kapitaleinkommen
4
Prognose
4
expected shortfall
4
Financial market
3
Finanzmarkt
3
Forecast
3
Multivariate Verteilung
3
Multivariate distribution
3
Aktienindex
2
Analysis of variance
2
Copulas
2
Credit risk
2
Credit risk forecasting
2
Erdöl
2
Estimation
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Free
9
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Article
25
Book / Working Paper
8
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Article in journal
20
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2
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English
24
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9
Author
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Müller, Fernanda Maria
5
Righi, Marcelo Brutti
4
Beckers, Benjamin
3
Louzis, Dimitrios P.
3
Xanthopoulos-Sisinis, Spyros
3
Cerrato, Mario
2
Crosby, John
2
Gössling, Thalles Weber
2
Herwartz, Helmut
2
Kim, Minjoo
2
Naimoli, Antonio
2
Refenes, Apostolos P.
2
Santos, Samuel Solgon
2
Seidel, Moritz
2
Zhao, Yang
2
Bader, Martin A.
1
Bardos, Mireille
1
Batten, Jonathan A.
1
Chao, Wang
1
Chen, Lu
1
Cheng, Yihan
1
Chi, Xie
1
De Franco, Chiara
1
Ewald, Christian
1
Fritzsch, Simon
1
Gerlach, Richard
1
Hadina, Jelena
1
Haugom, Erik
1
He, Kaijian
1
Jian, Wang
1
Jiang, Cuixia
1
Juan, He
1
Kinateder, Harald
1
Lazar, Emese
1
Lei, Chen
1
Li, Chongyang
1
Lien, Gudbrand
1
Liu, Jia
1
Liu, Yezheng
1
Michaelides, Michael
1
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Business School, University of Sydney
1
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
1
Department of Economics, Adam Smith Business School
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
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Journal of forecasting
4
Finance research letters
3
Computational economics
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Computational Economics
1
DIW Discussion Papers
1
Discussion Papers of DIW Berlin
1
Discussion papers / Adam Smith Business School, University of Glasgow
1
E3 Journal of Business Management and Economics.
1
Economic Modelling
1
Economic modelling
1
Energy economics
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of forecasting
1
International journal of production economics
1
International review of financial analysis
1
Journal of banking and finance
1
MPRA Paper
1
Physica A: Statistical Mechanics and its Applications
1
Quantitative finance
1
Technological forecasting & social change : an international journal
1
The financial review : the official publication of the Eastern Finance Association
1
Working Papers / Business School, University of Sydney
1
Working Papers / Department of Economics, Adam Smith Business School
1
Вестник Южно-Уральского государственного университета. Серия: Экономика и менеджмент
1
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ECONIS (ZBW)
22
RePEc
9
EconStor
1
USB Cologne (EcoSocSci)
1
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33
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1
Good risk measures, bad statistical assumptions, ugly risk forecasts
Michaelides, Michael
;
Poudyal, Niraj
- In:
The financial review : the official publication of the …
59
(
2024
)
2
,
pp. 519-543
Persistent link: https://www.econbiz.de/10014543997
Saved in:
2
Risk
forecasting
comparisons in decentralized finance : an approach in constant product market makers
Müller, Fernanda Maria
;
Perlin, Marcelo Scherer
- In:
Computational economics
65
(
2025
)
1
,
pp. 395-428
Persistent link: https://www.econbiz.de/10015195771
Saved in:
3
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:
4
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:
5
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
6
Marginals versus copulas : Which account for more model risk in multivariate
risk
forecasting
?
Fritzsch, Simon
;
Timphus, Maike
;
Weiß, Gregor
- In:
Journal of banking and finance
158
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451960
Saved in:
7
Range-based risk measures and their applications
Righi, Marcelo Brutti
;
Müller, Fernanda Maria
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
3
,
pp. 636-657
Persistent link: https://www.econbiz.de/10014342970
Saved in:
8
Sample frequency robustness and accuracy in forecasting Value-at-Risk for Brent Crude Oil futures
Ewald, Christian
;
Hadina, Jelena
;
Haugom, Erik
;
Lien, …
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014582226
Saved in:
9
An empirical investigation of multiperiod tail
risk
forecasting
models
Zhang, Ning
;
Su, Xiaoman
;
Qi, Shuyuan
- In:
International review of financial analysis
86
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248332
Saved in:
10
The information content of sentiment indices in forecasting Value at Risk and Expected Shortfall : a Complete Realized Exponential GARCH-X approach
Naimoli, Antonio
- In:
International economics : a journal published by CEPII …
176
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014468603
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