//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Forecasting model"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Influence of external factors...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Forecasting model
Portfolio-Management
52,055
Portfolio selection
51,709
Kapitaleinkommen
41,253
Capital income
41,155
Theorie
39,447
Theory
39,015
Schwellenländer
30,047
Emerging economies
29,604
Börsenkurs
18,081
Share price
17,978
Volatilität
15,788
Volatility
15,751
Welt
15,571
Kapitalmobilität
15,501
World
15,388
Capital mobility
15,313
Taiwan
14,781
Schätzung
12,664
Estimation
12,472
Anlageverhalten
12,178
Behavioural finance
12,059
ARCH-Modell
11,754
Aktienmarkt
11,743
Stock market
11,638
ARCH model
11,573
USA
10,460
Risk
10,194
United States
10,184
Risiko
10,168
CAPM
8,808
Prognoseverfahren
7,537
Investmentfonds
7,170
Investment Fund
7,099
Finanzkrise
6,851
Financial crisis
6,788
China
6,413
Finanzmarkt
6,228
Financial market
6,152
Risikomanagement
5,856
more ...
less ...
Online availability
All
Free
2,822
Undetermined
2,690
CC license
188
Type of publication
All
Article
4,623
Book / Working Paper
2,853
Type of publication (narrower categories)
All
Article in journal
4,452
Aufsatz in Zeitschrift
4,452
Graue Literatur
1,049
Non-commercial literature
1,049
Arbeitspapier
1,006
Working Paper
1,006
Aufsatz im Buch
142
Book section
142
Hochschulschrift
136
Thesis
99
Collection of articles of several authors
37
Sammelwerk
37
Collection of articles written by one author
35
Sammlung
35
Aufsatzsammlung
21
Conference paper
20
Konferenzbeitrag
20
Lehrbuch
10
Bibliografie enthalten
9
Bibliography included
9
Textbook
9
Konferenzschrift
8
Reprint
6
Case study
5
Conference proceedings
5
Fallstudie
5
Festschrift
3
Handbook
2
Handbuch
2
Systematic review
2
Übersichtsarbeit
2
Accompanied by computer file
1
Bibliografie
1
Elektronischer Datenträger als Beilage
1
Forschungsbericht
1
Glossar enthalten
1
Glossary included
1
Mehrbändiges Werk
1
Multi-volume publication
1
more ...
less ...
Language
All
English
7,409
German
62
French
4
Italian
3
Polish
3
Spanish
1
Author
All
Gupta, Rangan
132
McAleer, Michael
74
Ma, Feng
70
McMillan, David G.
66
Pierdzioch, Christian
52
Zhang, Yaojie
51
Wang, Yudong
49
Guidolin, Massimo
48
Diebold, Francis X.
40
Wohar, Mark E.
39
Bollerslev, Tim
38
Timmermann, Allan
38
Zhou, Guofu
38
Caporin, Massimiliano
36
Zaremba, Adam
35
Bouri, Elie
32
Liang, Chao
32
Narayan, Paresh Kumar
30
Salisu, Afees A.
27
Dijk, Dick van
26
Satchell, Stephen
25
Degiannakis, Stavros
24
Ravazzolo, Francesco
24
Christoffersen, Peter F.
23
Pesaran, M. Hashem
23
Wei, Yu
23
Jiang, Fuwei
22
Dijk, Herman K. van
21
Medeiros, Marcelo C.
21
Lux, Thomas
19
Andersen, Torben
18
Asai, Manabu
18
Chang, Chia-Lin
18
Clements, Adam
18
Hoogerheide, Lennart
18
Kelly, Bryan T.
18
Pérez Amaral, Teodosio
18
Tamoni, Andrea
18
Trojani, Fabio
18
Ardia, David
17
more ...
less ...
Institution
All
National Bureau of Economic Research
53
Federal Reserve Bank of St. Louis
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Federal Reserve Bank of San Francisco
4
University of Canterbury / Dept. of Economics and Finance
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Federal Reserve System / Division of Research and Statistics
3
Birkbeck College / Department of Economics
2
Brown University / Department of Economics
2
Institute of Finance and Accounting <London>
2
Instituto Valenciano de Investigaciones Económicas
2
Rodney L. White Center for Financial Research
2
The Wharton Financial Institutions Center
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Centre for Analytical Finance <Århus>
1
Centre for Economic Policy Research
1
Chambre de commerce et d'industrie de Paris
1
Econometrisch Instituut <Rotterdam>
1
Erasmus Research Institute of Management
1
European University Institute / Department of Economics
1
Fachhochschule Stralsund / Fachbereich Wirtschaft
1
Fraunhofer IRB-Verlag
1
Fraunhofer-Institut für Techno- und Wirtschaftsmathematik
1
HFDF <1, 1995, Zürich>
1
HFDF <2, 1998, Zürich>
1
Hochschule Anhalt (FH)
1
IGI Global
1
Innocenzo Gasparini Institute for Economic Research <Mailand>
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Internationaler Währungsfonds / European Department <2>
1
Jingji-Yanjiusuo <Taipeh>
1
Karlsruher Ökonometrie-Workshop <7, 1999, Karlsruhe>
1
Leonard N. Stern School of Business / Information Systems Department
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Sonderforschung ökonomische und juristische Institutionenanalyse (SOFIA) e.V.
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer International Publishing
1
Türkiye Cumhuriyet Merkez Bankası
1
University of Cambridge / Department of Applied Economics
1
more ...
less ...
Published in...
All
Finance research letters
211
Journal of forecasting
178
International journal of forecasting
173
Journal of empirical finance
143
Journal of banking & finance
118
Energy economics
115
International review of economics & finance : IREF
110
International review of financial analysis
110
Journal of financial economics
99
Applied economics
88
The North American journal of economics and finance : a journal of financial economics studies
82
Journal of econometrics
76
Pacific-Basin finance journal
73
Economic modelling
72
The European journal of finance
64
Quantitative finance
55
Discussion paper / Tinbergen Institute
54
Applied economics letters
51
NBER working paper series
51
Journal of international financial markets, institutions & money
46
Working paper
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
Applied financial economics
44
Management science : journal of the Institute for Operations Research and the Management Sciences
43
Journal of risk and financial management : JRFM
42
Economics letters
41
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
40
Research in international business and finance
40
NBER Working Paper
39
Computational economics
38
The review of financial studies
37
Working paper / National Bureau of Economic Research, Inc.
37
International journal of finance & economics : IJFE
36
Research paper series / Swiss Finance Institute
34
Journal of financial markets
33
The journal of futures markets
33
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
33
Financial innovation : FIN
32
Working papers
32
Journal of financial econometrics
30
more ...
less ...
Source
All
ECONIS (ZBW)
7,476
Showing
1
-
10
of
7,476
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting market risk of portfolios:
copula
-Markov switching multifractal approach
Segnon, Mawuli
;
Trede, Mark
- In:
The European journal of finance
24
(
2018
)
14
,
pp. 1123-1143
Persistent link: https://www.econbiz.de/10012258877
Saved in:
2
Neural network predictive modeling on dynamic portfolio management : a simulation-based portfolio optimization approach
Yu, Jiayang
;
Chang, Kuo-Chu
- In:
Journal of risk and financial management : JRFM
13
(
2020
)
11/285
,
pp. 1-23
-based Predictive Model (EFPM). Then, we combine it with the
Copula-GARCH
simulation model and the Mean-Conditional Value at Risk (Mean …
Persistent link: https://www.econbiz.de/10012388728
Saved in:
3
Modeling dependence structure and forecasting portfolio value-at-risk with dynamic copulas
Cerrato, Mario
;
Crosby, John
;
Kim, Minjoo
;
Zhao, Yang
-
2014
Persistent link: https://www.econbiz.de/10010430003
Saved in:
4
Portfolio optimization based on
GARCH-EVT-Copula
forecasting models
Sahamkhadam, Maziar
;
Stephan, Andreas
;
Östermark, Ralf
- In:
International journal of forecasting
34
(
2018
)
3
,
pp. 497-506
Persistent link: https://www.econbiz.de/10012031027
Saved in:
5
Forecasting volatility for an optimal portfolio with stylized facts using copulas
Karmous, Aida
;
Boubaker, Heni
;
Belkacem, Lotfi
- In:
Computational economics
58
(
2021
)
2
,
pp. 461-482
Persistent link: https://www.econbiz.de/10012615046
Saved in:
6
Forecasting liquidity-adjusted VaR : a conditional
EVT-copula
approach
Karmakar, Madhusudan
;
Khadotra, Ravi
- In:
Review of financial economics : RFE
41
(
2023
)
3
,
pp. 283-321
Persistent link: https://www.econbiz.de/10014336153
Saved in:
7
A multivariate volatility vine
copula
model
Brechmann, E. C.
;
Heiden, M.
;
Okhrin, Y.
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 281-308
Persistent link: https://www.econbiz.de/10012038690
Saved in:
8
Modelling long memory dependence structure using FIGARCH-
copula
approach : evidence from major Asian stock markets
Gupta, Pankaj Kumar
;
Mittal, Prabhat
- In:
Global business & economics review
30
(
2024
)
1
,
pp. 56-71
Persistent link: https://www.econbiz.de/10014490993
Saved in:
9
Predicting tail risks by a Markov switching MGARCH model with varying
copula
regimes
Fülle, Markus J.
;
Herwartz, Helmut
- In:
Journal of forecasting
43
(
2024
)
6
,
pp. 2163-2186
Persistent link: https://www.econbiz.de/10015110378
Saved in:
10
Return distribution predictability and its implications for portfolio selection
Zhu, Min
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 209-223
Persistent link: https://www.econbiz.de/10009740823
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->