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~subject:"Prognoseverfahren"
~isPartOf:"International review of economics & finance : IREF"
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Prognoseverfahren
Risikomaß
35
Risk measure
35
Portfolio selection
15
Portfolio-Management
15
Risiko
14
Risikomanagement
14
Risk
14
Risk management
14
Volatility
13
Volatilität
13
ARCH model
11
ARCH-Modell
11
Financial crisis
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Finanzkrise
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Theorie
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Theory
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Estimation
9
Schätzung
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Capital income
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Kapitaleinkommen
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Statistical distribution
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Statistische Verteilung
8
Systemic risk
7
Welt
7
World
7
Measurement
6
Messung
6
Systemrisiko
6
Forecasting model
5
Spillover effect
5
Spillover-Effekt
5
Value-at-Risk
5
Aktienmarkt
4
Börsenkurs
4
Multivariate Verteilung
4
Multivariate distribution
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Share price
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English
5
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McAleer, Michael
2
Asai, Manabu
1
Caporin, Massimiliano
1
Chan, Jennifer So-Kuen
1
Chen, Guojin
1
Cheng, Nick Ying-pin
1
Chiang, Shu-mei
1
Jimenez-Martin, Juan-Angel
1
Kok Haur Ng
1
Liu, Hung-Chun
1
Liu, Yanzhen
1
Pérez Amaral, Teodosio
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Ragell, Rachel
1
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International review of economics & finance : IREF
International journal of forecasting
45
Journal of forecasting
31
Finance research letters
22
Discussion paper / Tinbergen Institute
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Journal of banking & finance
14
Journal of empirical finance
14
Risks : open access journal
14
International review of financial analysis
13
Econometric Institute research papers
11
Journal of financial econometrics
11
Journal of risk
11
The North American journal of economics and finance : a journal of financial economics studies
11
The journal of risk model validation
11
Quantitative finance
10
Applied economics
9
Energy economics
9
Computational economics
8
Journal of risk and financial management : JRFM
8
Working paper
8
Applied economics letters
7
Economic modelling
7
Journal of economic dynamics & control
7
The European journal of finance
7
Working papers
7
CFS working paper series
6
European journal of operational research : EJOR
6
Journal of econometrics
6
Journal of risk management in financial institutions
6
Research paper series / Swiss Finance Institute
5
Discussion papers / CEPR
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of commodity markets
4
Pacific-Basin finance journal
4
Research in international business and finance
4
SFB 649 discussion paper
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Annals of financial economics
3
CESifo working papers
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ECONIS (ZBW)
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1
Systemic risk measures and distribution forecasting of macroeconomic shocks
Chen, Guojin
;
Liu, Yanzhen
;
Zhang, Yu
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 178-196
Persistent link: https://www.econbiz.de/10012692464
Saved in:
2
Bayesian return forecasts using realised range and asymmetric CARR model with various distribution assumptions
Chan, Jennifer So-Kuen
;
Kok Haur Ng
;
Ragell, Rachel
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 188-212
Persistent link: https://www.econbiz.de/10012205409
Saved in:
3
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
4
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 97-111
Persistent link: https://www.econbiz.de/10009740861
Saved in:
5
Forecasting the volatility of S&P depositary receipts using GARCH-type models under intraday range-based and return-based proxy measures
Liu, Hung-Chun
;
Chiang, Shu-mei
;
Cheng, Nick Ying-pin
- In:
International review of economics & finance : IREF
22
(
2012
)
1
,
pp. 78-91
Persistent link: https://www.econbiz.de/10009618705
Saved in:
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