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Forcasting time-dependent conditional densities : a semi-non-parametric neural network approach
Schittenkopf, Christian; Dorffner, Georg; Dockner, … - In: Journal of forecasting 19 (2000) 4, pp. 355-374
Persistent link: https://www.econbiz.de/10001504677
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Evaluating volatility forecasts and empirical distributions in Value at Risk models
Dockner, Engelbert J.; Scheicher, Martin - In: Finanzmarkt und Portfolio-Management 13 (1999) 1, pp. 39-55
Persistent link: https://www.econbiz.de/10001518563
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Die Quantifizierung und Prognose des Marktrisikos
Dockner, Engelbert J. - In: Wege zur Ganzheit : Festschrift für J. Hanns Pichler …, (pp. 799-809). 1996
Persistent link: https://www.econbiz.de/10001296812
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Volatility forecasts and the profitability of automated trading strategies
Dockner, Engelbert J.; Strobl, Günter - In: Optimal control and dynamic games : applications in …, (pp. 121-139). 2005
Persistent link: https://www.econbiz.de/10003108038