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Forecasting model
Theorie
283
Theory
283
Option pricing theory
190
Optionspreistheorie
190
Portfolio selection
187
Portfolio-Management
187
Stochastic process
154
Stochastischer Prozess
154
Volatility
146
Volatilität
146
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61
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52
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50
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37
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34
Risk management
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32
Markov chain
32
Markov-Kette
32
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32
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32
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29
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60
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English
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Creamer Guillén, Germán
2
Liu, Li
2
Sornette, Didier
2
Taleb, Nassim Nicholas
2
Alexander, Carol
1
Antonov, Anton
1
Aste, Tomaso
1
Beare, Brendan K.
1
Bekiros, Stelios
1
Bormetti, Giacomo
1
Bottazzi, Giulio
1
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1
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1
Bu, Ruijun
1
Burke, Matt
1
Butler, Andrew
1
Caccioli, Fabio
1
Cao, Yi
1
Cattivelli, Luca
1
Chatterjee, Rupak
1
Chen, Qian
1
Chen, Yi-Chi
1
Chen, Ying
1
Chow, K. Victor
1
Chu, Chih-Kang
1
Chua, Wee Song
1
Clayton, Aubrey
1
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1
Demirer, Rıza
1
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1
Deng, Kaihua
1
Dossani, Asad
1
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1
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1
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1
Fry, John
1
Félix, Luiz
1
Gagnon, Marie-Hélène
1
Gallo, Giampiero M.
1
Garcin, Matthieu
1
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Forecasting Financial Markets Conference <23.>
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Quantitative finance
International journal of forecasting
719
Journal of forecasting
455
Journal of econometrics
140
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
139
European journal of operational research : EJOR
124
NBER working paper series
109
Discussion paper / Tinbergen Institute
102
NBER Working Paper
102
Technological forecasting & social change : an international journal
102
Computational economics
97
Discussion paper / Centre for Economic Policy Research
97
Journal of banking & finance
96
Working paper / National Bureau of Economic Research, Inc.
95
Applied economics
92
Economic modelling
90
Journal of empirical finance
89
Economics letters
86
Energy economics
82
Management science : journal of the Institute for Operations Research and the Management Sciences
81
Working paper
81
Finance research letters
78
Working paper / Department of Econometrics and Business Statistics, Monash University
74
Journal of applied econometrics
70
Risks : open access journal
69
Applied economics letters
66
International review of financial analysis
63
CESifo working papers
62
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
61
The European journal of finance
60
International journal of production economics
55
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
54
Journal of economic dynamics & control
53
The North American journal of economics and finance : a journal of financial economics studies
53
Working paper series / European Central Bank
53
CREATES research paper
51
Journal of financial economics
51
Insurance / Mathematics & economics
47
SpringerLink / Bücher
46
International journal of production research
45
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ECONIS (ZBW)
61
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Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
2
Bayesian nonparametric portfolio selection with rolling maximum drawdown control
Mei, Xiaoling
;
Wang, Yachong
;
Zhu, Weixuan
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1497-1510
Persistent link: https://www.econbiz.de/10014419173
Saved in:
3
Integrating prediction in mean-variance portfolio optimization
Butler, Andrew
;
Kwon, Roy H.
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 429-452
Persistent link: https://www.econbiz.de/10014232664
Saved in:
4
Optimal trading with transaction costs and short-term predictability
Murthy, Shashidhar
;
Wald, John K.
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1115-1127
Persistent link: https://www.econbiz.de/10014321667
Saved in:
5
Deep-learning models for forecasting financial risk premia and their interpretations
Lo, Andrew W.
;
Singh, Manish
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 917-929
Persistent link: https://www.econbiz.de/10014304395
Saved in:
6
A generative model of a limit order book using recurrent neural networks
Hultin, Hanna
;
Hult, Henrik
;
Proutiere, Alexandre
; …
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 931-958
Persistent link: https://www.econbiz.de/10014304400
Saved in:
7
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
8
Cryptocurrency factor momentum
Fieberg, Christian
;
Liedtke, Gerrit
;
Metko, Daniel
; …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1853-1869
Persistent link: https://www.econbiz.de/10014452477
Saved in:
9
Persistence of jump-induced tail risk and limits to arbitrage
Chow, K. Victor
;
John, Kose
;
Li, Jingrui
;
Sopranzetti, …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 705-719
Persistent link: https://www.econbiz.de/10014304321
Saved in:
10
Macroeconomic fundamentals, jump dynamics and expected volatility
Pan, Zhiyuan
;
Bu, Ruijun
;
Liu, Li
;
Wang, Yudong
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1345-1371
Persistent link: https://www.econbiz.de/10012262666
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