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  • Search: subject:"weighted moving average"
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Year of publication
Subject
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Estimation theory 17 Schätztheorie 17 exponentially weighted moving average 16 Forecasting model 15 Prognoseverfahren 15 Time series analysis 15 Zeitreihenanalyse 15 Theorie 14 Theory 14 Risikomaß 13 Risk measure 13 Portfolio selection 10 Portfolio-Management 10 Stochastic process 8 Stochastischer Prozess 8 Volatility 8 Volatilität 8 ARCH model 7 ARCH-Modell 7 EWMA 7 Statistical quality control 7 Statistische Qualitätskontrolle 7 Value-at-Risk 7 risk management 7 Exponentially weighted moving average 6 Value-at-Risk (VaR) 6 Estimation 5 Schätzung 5 Statistical process control 5 dynamic volatilities 5 integrated generalized autoregressive score models 5 statistical process control 5 Average run length 4 Cornish-Fisher expansion 4 Exponentially weighted moving average control chart 4 Gram-Charlier density 4 Lieferkette 4 Quality management 4 Qualitätsmanagement 4 Risikomanagement 4
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Online availability
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Undetermined 34 Free 26 CC license 2
Type of publication
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Article 55 Book / Working Paper 18
Type of publication (narrower categories)
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Article in journal 35 Aufsatz in Zeitschrift 35 Working Paper 7 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Article 2 Aufsatz im Buch 2 Book section 2 Dissertation u.a. Prüfungsschriften 2 research-article 2 Hochschulschrift 1 Thesis 1
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Language
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English 49 Undetermined 20 German 2 Spanish 2
Author
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Lucas, André 6 Zhang, Xin 6 Zagaglia, Paolo 4 Broll, Udo 3 Förster, Andreas 3 Gabrielsen, Alexandros 3 Kirchner, Axel 3 Liu, Zhuoshi 3 Maravelakis, Petros 3 Panaretos, John 3 Psarakis, Stelios 3 Taghipour, Atour 3 Tliche, Youssef 3 Adepoju, Akeem Ajibola 2 Ajadi, Jimoh Olawale 2 Ajibade, Ganiyu Ayodele 2 Alih, Ekele 2 Amiri, Amirhossein 2 Barrett, Tara M. 2 Betancourt Bejarano, Katherine 2 Canel-Depitre, Béatrice 2 Chakraborti, Subhabrata 2 Chevallier, Julien 2 Chiroma, Haruna 2 Eskelson, Bianca N.I. 2 García Díaz, Carlos Mario 2 He, Kaijian 2 Huang, Hai 2 Jibasen, Danjuma 2 Khoo, Michael B. C. 2 Kuboye, Olusola John 2 Lozano Riaño, Viviana 2 Lu, Zudi 2 Stemann, Dietmar 2 Temesgen, Hailemariam 2 Zhu, Bangzhu 2 Zou, Changliang 2 Abdulkadir, Sauta 1 Abdulkadir, Sauta S. 1 Adiyanti, Siska Ayudia 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Business School, University of Sydney 2 USDA, FS 2 Faculty of Economics, University of Cambridge 1 Rimini Centre for Economic Analysis (RCEA) 1 Tinbergen Instituut 1
Published in...
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International journal of production research 5 Journal of Applied Statistics 3 MPRA Paper 3 European journal of operational research : EJOR 2 Europäische Hochschulschriften / 5 2 Finance research letters 2 International Journal of Quality & Reliability Management 2 International journal of productivity and quality management : IJPQM 2 Quality & Quantity: International Journal of Methodology 2 Working Papers / Business School, University of Sydney 2 ASTIN bulletin : the journal of the International Actuarial Association 1 Annals of financial economics 1 Asia-Pacific Journal of Operational Research (APJOR) 1 Atlantic Review of Economics 1 Atlantic review of economics : AROE 1 Business Systems Research 1 CEPIE Working Paper 1 CEPIE working paper 1 Cambridge Working Papers in Economics 1 Decision making and risk/return optimization in financial economics 1 Demand forecasting and order planning in supply chains and humanitarian logistics 1 Discussion paper / Tinbergen Institute 1 Economics and business review 1 Energies 1 European Sport management quarterly : ESMQ 1 Global journal of business research : GJBR 1 IMA journal of management mathematics 1 International Journal of Data Analysis Techniques and Strategies 1 International Journal of Financial Markets and Derivatives 1 International journal of economics and financial issues : IJEFI 1 International journal of enterprise information systems : an official publication of the Information Resources Management Association 1 International journal of finance & economics : IJFE 1 International journal of financial research 1 International journal of forecasting 1 International journal of information systems and supply chain management : IJISSCM ; an official publication of the Information Resources Management Association 1 International journal of management concepts and philosophy : IJMCP 1 International journal of networking and virtual organisations : IJNVO 1 International journal of quality & reliability management 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of econometrics 1
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Source
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ECONIS (ZBW) 42 RePEc 20 EconStor 5 BASE 2 USB Cologne (EcoSocSci) 2 Other ZBW resources 2
Showing 1 - 10 of 73
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Interval Type-2 fuzzy exponentially weighted moving average control chart
Adepoju, Akeem Ajibola; Abdulkadir, Sauta S.; Jibasen, … - In: Statistics in Transition new series (SiTns) 23 (2022) 1, pp. 185-200
control chart. This paper aims to develop an Interval Type-2 fuzzy Exponentially Weighted Moving Average Control Chart (IT2 …
Persistent link: https://www.econbiz.de/10013444127
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Cover Image
Interval Type-2 fuzzy exponentially weighted moving average control chart
Adepoju, Akeem Ajibola; Abdulkadir, Sauta; Jibasen, Danjuma - In: Statistics in transition : an international journal of … 23 (2022) 1, pp. 185-200
control chart. This paper aims to develop an Interval Type-2 fuzzy Exponentially Weighted Moving Average Control Chart (IT2 …
Persistent link: https://www.econbiz.de/10013419414
Saved in:
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Portfolio optimisation using alternative risk measures
Lorimer, Douglas Austen; Van Schalkwyk, Cornelis Hendrik; … - In: Finance research letters 67 (2024) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10015061498
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Collaborative bullwhip effect-oriented bi-objective optimization for inference-based weighted moving average forecasting in decentralized supply chain
Tliche, Youssef; Taghipour, Atour; Mahfod-Leroux, Jomana; … - In: International journal of information systems and supply … 16 (2023) 1, pp. 1-37
Persistent link: https://www.econbiz.de/10014445298
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Generalized new exponentially weighted moving average control charts (NEWMA) for monitoring process dispersion
Ajibade, Ganiyu Ayodele; Ajadi, Jimoh Olawale; Kuboye, … - In: International journal of quality & reliability management 41 (2024) 9, pp. 2421-2433
Persistent link: https://www.econbiz.de/10015202617
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Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick; Reh, Laura - In: Finance research letters 56 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
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Enriching the value-at-risk framework to ensemble empirical mode decomposition with an application to the European carbon market
Zhu, Bangzhu; Wang, Ping; Chevallier, Julien; Wei, Yi-Ming - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 2975-2988
Persistent link: https://www.econbiz.de/10014327636
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A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke - In: Journal of econometrics 237 (2023) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
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Cover Image
Generalized new exponentially weighted moving average control charts (NEWMA) for monitoring process dispersion
Ajibade, Ganiyu Ayodele; Ajadi, Jimoh Olawale; Kuboye, … - In: International Journal of Quality & Reliability Management 41 (2023) 9, pp. 2421-2433
Purpose This work aims to focuse on improving the performance of the new exponentially weighted moving average (NEWMA …
Persistent link: https://www.econbiz.de/10015347140
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Market risk: Exponential weighting in the value-at-risk calculation
Broll, Udo; Förster, Andreas - 2020
When measuring market risk, credit institutions and Alternative Investment Fund Managers may deviate from equally weighting historical data in their Value-at-Risk calculation and instead use an exponential time series weighting. The use of exponential weighting in the Value-at-Risk calculation...
Persistent link: https://www.econbiz.de/10012289413
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