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subject:"Prognoseverfahren"
~isPartOf:"Journal of banking & finance"
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Prognoseverfahren
Statistical distribution
56
Statistische Verteilung
56
Risikomaß
30
Risk measure
30
Theorie
30
Theory
30
Portfolio selection
22
Portfolio-Management
22
Capital income
17
Kapitaleinkommen
17
Forecasting model
14
Estimation
12
Schätzung
12
Volatility
12
Volatilität
12
Risikomanagement
11
Risk management
11
Risiko
10
Risk
10
Option pricing theory
9
Optionspreistheorie
9
ARCH model
8
ARCH-Modell
8
Ausreißer
7
Estimation theory
7
Multivariate Verteilung
7
Multivariate distribution
7
Outliers
7
Schätztheorie
7
Regression analysis
6
Regressionsanalyse
6
Value-at-Risk
6
Credit risk
5
Expected shortfall
5
Kreditrisiko
5
Measurement
5
Messung
5
Time series analysis
5
Zeitreihenanalyse
5
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English
14
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Chen, Peimin
1
Choi, Ahjin
1
Fujiwara, Ippei
1
Gagnon, Marie-Hélène
1
Gordy, Michael B.
1
Hartmann-Wendels, Thomas
1
Hua, Jian
1
Ivanova, Vesela
1
Kang, Kyu Ho
1
Krüger, Fabian
1
Körber, Lena Mareen
1
Manzan, Sebastiano
1
McNeil, Alexander J.
1
Merlo, Luca
1
Miller, Patrick
1
Nagakura, Daisuke
1
Nolte, Ingmar
1
Perote, Javier
1
Petrella, Lea
1
Power, Gabriel J.
1
Puigvert Gutiérrez, Josep Maria
1
Raponi, Valentina
1
Taylor, James W.
1
Toupin, Dominique
1
Töws, Eugen
1
Weiß, Gregor
1
Wied, Dominik
1
Wu, Chunchi
1
Yun, Jaeho
1
Ziggel, Daniel
1
Ñíguez, Trino-Manuel
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Journal of banking & finance
International journal of forecasting
73
Journal of forecasting
37
Discussion paper / Tinbergen Institute
25
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Journal of econometrics
19
Working paper / Norges Bank
13
Economic modelling
11
Working paper series / European Central Bank
11
Federal Reserve Bank of Cleveland working paper series
10
Journal of applied econometrics
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Research paper series / Swiss Finance Institute
9
Swiss Finance Institute Research Paper
9
The European journal of finance
9
Applied economics
8
ECB Working Paper
8
Econometrics : open access journal
8
Working papers
8
Applied economics letters
7
Discussion papers / National Institute of Economic and Social Research
7
Energy economics
7
Finance research letters
7
Insurance / Mathematics & economics
7
International review of economics & finance : IREF
7
Journal of financial econometrics
7
Quantitative finance
7
Risks : open access journal
7
Working paper
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Journal of economic dynamics & control
6
Journal of empirical finance
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
The North American journal of economics and finance : a journal of financial economics studies
6
CAMA working paper series
5
CESifo working papers
5
CFS working paper series
5
Computational economics
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FRB of Cleveland Working Paper
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International review of financial analysis
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ECONIS (ZBW)
14
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1
Modeling the time-varying dynamic term structure of interest rates
Choi, Ahjin
;
Kang, Kyu Ho
- In:
Journal of banking & finance
153
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014490339
Saved in:
2
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
3
Forecasting value at risk and expected shortfall using a model with a dynamic omega ratio
Taylor, James W.
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013463062
Saved in:
4
Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation
Merlo, Luca
;
Petrella, Lea
;
Raponi, Valentina
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256440
Saved in:
5
Spectral backtests of forecast distributions with application to risk management
Gordy, Michael B.
;
McNeil, Alexander J.
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012489248
Saved in:
6
Disagreement versus uncertainty : evidence from distribution forecasts
Krüger, Fabian
;
Nolte, Ingmar
- In:
Journal of banking & finance
72
(
2016
),
pp. 172-186
Persistent link: https://www.econbiz.de/10011637119
Saved in:
7
Multivariate moments expansion density : application of the dynamic equicorrelation model
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
Journal of banking & finance
72
(
2016
),
pp. 216-232
Persistent link: https://www.econbiz.de/10011637138
Saved in:
8
Evaluating Value-at-Risk forecasts : a new set of multivariate backtests
Wied, Dominik
;
Weiß, Gregor
;
Ziggel, Daniel
- In:
Journal of banking & finance
72
(
2016
),
pp. 121-132
Persistent link: https://www.econbiz.de/10011635501
Saved in:
9
Out-of-sample density forecasts with affine jump diffusion models
Yun, Jaeho
- In:
Journal of banking & finance
47
(
2014
),
pp. 74-87
Persistent link: https://www.econbiz.de/10010506503
Saved in:
10
Default prediction with dynamic sectoral and macroeconomic frailties
Chen, Peimin
;
Wu, Chunchi
- In:
Journal of banking & finance
40
(
2014
),
pp. 211-226
Persistent link: https://www.econbiz.de/10010402234
Saved in:
11
Loss given default for leasing : parametric and nonparametric estimations
Hartmann-Wendels, Thomas
;
Miller, Patrick
;
Töws, Eugen
- In:
Journal of banking & finance
40
(
2014
),
pp. 364-375
Persistent link: https://www.econbiz.de/10010403743
Saved in:
12
Interest rate forecasts, state price densities and risk premium from Euribor options
Ivanova, Vesela
;
Puigvert Gutiérrez, Josep Maria
- In:
Journal of banking & finance
48
(
2014
),
pp. 210-223
Persistent link: https://www.econbiz.de/10010508142
Saved in:
13
Asymmetry in government bond returns
Fujiwara, Ippei
;
Körber, Lena Mareen
;
Nagakura, Daisuke
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3218-3226
Persistent link: https://www.econbiz.de/10009778449
Saved in:
14
Forecasting the return distribution using high-frequency volatility measures
Hua, Jian
;
Manzan, Sebastiano
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4381-4403
Persistent link: https://www.econbiz.de/10010247031
Saved in:
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