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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Econometrics : open access journal"
~isPartOf:"International journal of forecasting"
~person:"Ando, Tomohiro"
~person:"Taylor, James W."
~subject:"Prognoseverfahren"
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Volatility
Prognoseverfahren
Estimation theory
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Ando, Tomohiro
Taylor, James W.
Teräsvirta, Timo
5
Clements, Adam
3
Hyndman, Rob J.
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Kapetanios, George
3
Panagiotelis, Anastasios
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Tao, Hong
3
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Espasa Terrades, Antoni
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Knüppel, Malte
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Econometrics : open access journal
International journal of forecasting
Journal of forecasting
2
Econometric reviews
1
European journal of operational research : EJOR
1
Omega : the international journal of management science
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Evaluating quantile-bounded and expectile-bounded interval forecasts
Taylor, James W.
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 800-811
Persistent link: https://www.econbiz.de/10012792870
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2
An approximate long-memory range-based approach for value at risk estimation
Meng, Xiaochun
;
Taylor, James W.
- In:
International journal of forecasting
34
(
2018
)
3
,
pp. 377-388
Persistent link: https://www.econbiz.de/10012030985
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3
Short-term density forecasting of wave energy using ARMA-GARCH models and kernel density estimation
Jeon, Jooyoung
;
Taylor, James W.
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 991-1004
Persistent link: https://www.econbiz.de/10011621973
Saved in:
4
Predictive likelihood for Bayesian model selection and averaging
Ando, Tomohiro
;
Tsay, Ruey S.
- In:
International journal of forecasting
26
(
2010
)
4
,
pp. 744-763
Persistent link: https://www.econbiz.de/10008807726
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