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Estimation theory
Forecasting model
Risikomaß
7,366
Risk measure
7,340
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3,583
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999
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764
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658
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McAleer, Michael
41
Pérez Amaral, Teodosio
15
Ardia, David
13
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12
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11
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11
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11
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11
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11
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10
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10
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10
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10
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10
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10
Stoja, Evarist
10
Allen, David E.
9
Degiannakis, Stavros
9
Kratz, Marie
9
Asai, Manabu
8
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8
Chen, Cathy W. S.
8
Dijk, Herman K. van
8
Dimitriadis, Timo
8
Francq, Christian
8
Hoga, Yannick
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Huschens, Stefan
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Härdle, Wolfgang
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Zakoïan, Jean-Michel
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Berens, Tobias
7
Trojani, Fabio
7
Trucíos, Carlos
7
Wang, Chao
7
Ziggel, Daniel
7
Angelidis, Timotheos
6
Carriero, Andrea
6
Clark, Todd E.
6
Daouia, Abdelaati
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National Bureau of Economic Research
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Springer Fachmedien Wiesbaden
1
University of Canterbury / Dept. of Economics and Finance
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1
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International journal of forecasting
46
Journal of forecasting
35
Journal of risk
29
Finance research letters
28
Insurance / Mathematics & economics
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Discussion paper / Tinbergen Institute
23
Journal of banking & finance
21
Risks : open access journal
20
The journal of risk model validation
19
Journal of econometrics
17
Journal of empirical finance
17
The North American journal of economics and finance : a journal of financial economics studies
17
Journal of financial econometrics
15
Computational economics
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
International review of financial analysis
13
Quantitative finance
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Journal of risk and financial management : JRFM
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Econometric Institute research papers
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SFB 649 discussion paper
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European journal of operational research : EJOR
9
Journal of economic dynamics & control
9
The European journal of finance
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Applied economics letters
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Economic modelling
8
Journal of risk management in financial institutions
8
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8
CFS working paper series
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Dresdner Beiträge zu quantitativen Verfahren
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Finance and economics discussion series
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Econometrics : open access journal
5
International journal of monetary economics and finance
5
International journal of theoretical and applied finance
5
International review of economics & finance : IREF
5
Journal of mathematical finance
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ECONIS (ZBW)
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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
Value-at-Risk
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:
3
Multivariate spectral backtests of forecast distributions under unknown dependencies
Balter, Janine
;
McNeil, Alexander J.
- In:
Risks : open access journal
12
(
2024
)
1
,
pp. 1-15
-desk
value-at-risk
(VaR) backtest as a special case. The spectral tests make use of realised probability integral transform …
Persistent link: https://www.econbiz.de/10014480976
Saved in:
4
Testing the correct specification of a system of spatial dependence models for stock returns
Wied, Dominik
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2083-2103
Persistent link: https://www.econbiz.de/10014520115
Saved in:
5
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:
6
Risk averse constrained blackbox optimization under mixed aleatory/epistemic uncertainties
Audet, Charles
;
Bigeon, Jean
;
Couderc, Romain
; …
-
2023
Persistent link: https://www.econbiz.de/10014417933
Saved in:
7
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:
8
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:
9
Less disagreement, better forecasts : adjusted risk measures in the energy futures market
Zhang, Ning
;
Gong, Yujing
;
Xue, Xiaohan
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1332-1372
Persistent link: https://www.econbiz.de/10014339438
Saved in:
10
Modeling and evaluating conditional quantile dynamics in VaR forecasts
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
-
2023
-
Prima edizione
Persistent link: https://www.econbiz.de/10014321854
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