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~subject:"Forecasting model"
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Forecasting model
Theorie
53
Theory
53
Volatilität
35
Volatility
33
Kreditrisiko
23
Credit risk
21
Prognoseverfahren
21
Option pricing theory
20
Optionspreistheorie
20
Portfolio selection
20
Portfolio-Management
20
Hedging
16
Capital income
15
Kapitaleinkommen
15
Risikomanagement
12
Börsenkurs
11
Share price
11
ARCH model
9
ARCH-Modell
9
Finanzkrise
9
Zeitreihenanalyse
9
Credit derivative
8
Kreditderivat
8
Risikomaß
8
Risk measure
8
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8
Statistische Verteilung
8
Stochastic process
8
Stochastischer Prozess
8
Aktienindex
7
Derivat
7
Derivative
7
Financial crisis
7
Financial market
7
Finanzmarkt
7
Risiko
7
Risk management
7
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7
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7
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14
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English
21
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Christodoulakis, George A.
14
Poon, Ser-Huang
7
Satchell, Stephen
6
Mamatzakis, Emmanuel C.
3
Rahimikia, Eghbal
3
Blair, Bevan J.
1
Granger, C. W. J.
1
Lee, Yong Woong
1
Stathopoulos, Konstantinos
1
Taylor, Stephen
1
Tessaromatis, Nikolaos P.
1
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University of Exeter / Department of Economics
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Forecasting volatility in the financial markets
2
Quantitative finance series
2
Annals of finance
1
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1
Econometric reviews
1
European journal of operational research : EJOR
1
Finance research letters
1
International review of financial analysis
1
Journal of applied econometrics
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of economic literature
1
Journal of forecasting
1
Quantitative Finance Ser
1
The Wiley finance series
1
The analytics of risk model validation
1
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ECONIS (ZBW)
21
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Estimating the term structure of commodity market preferences
Christodoulakis, George A.
- In:
European journal of operational research : EJOR
282
(
2020
)
3
,
pp. 1146-1163
Persistent link: https://www.econbiz.de/10012161880
Saved in:
2
A practical guide to forecasting : financial markets volatility
Poon, Ser-Huang
-
2005
Persistent link: https://www.econbiz.de/10013489917
Saved in:
3
Forecasting (LOG) volatility models
Christodoulakis, George A.
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000998647
Saved in:
4
Forecast evaluation in the presence of unobserved volatility
Christodoulakis, George A.
;
Satchell, Stephen
- In:
Econometric reviews
23
(
2004
)
3
,
pp. 175-198
Persistent link: https://www.econbiz.de/10002263007
Saved in:
5
Behavioural asymmetries in the G7 foreign exchange market
Christodoulakis, George A.
;
Mamatzakis, Emmanuel C.
- In:
International review of financial analysis
29
(
2013
),
pp. 261-270
Persistent link: https://www.econbiz.de/10010244938
Saved in:
6
The term structure of loss preferences and rationality in analyst earnings forecasts
Christodoulakis, George A.
;
Stathopoulos, Konstantinos
; …
- In:
The journal of asset management
13
(
2012
)
5
,
pp. 310-326
Persistent link: https://www.econbiz.de/10009667109
Saved in:
7
Generalised rational bias in financial forecasts
Christodoulakis, George A.
- In:
Annals of finance
2
(
2006
)
4
,
pp. 397-405
Persistent link: https://www.econbiz.de/10003379689
Saved in:
8
An assessment of the EU growth forecasts under asymmetric preferences
Christodoulakis, George A.
;
Mamatzakis, Emmanuel C.
- In:
Journal of forecasting
27
(
2008
)
6
,
pp. 483-492
Persistent link: https://www.econbiz.de/10003761662
Saved in:
9
The validity of credit risk model validation methods
Christodoulakis, George A.
;
Satchell, Stephen
- In:
The analytics of risk model validation
,
(pp. 27-43)
.
2008
Persistent link: https://www.econbiz.de/10003868675
Saved in:
10
Hashing GARCH : a reassessment of volatility forecasting performance
Christodoulakis, George A.
;
Satchell, Stephen
- In:
Forecasting volatility in the financial markets
,
(pp. 227-247)
.
2007
Persistent link: https://www.econbiz.de/10003872943
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