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subject:"Forecasting model"
~person:"Chu, Chih-Kang"
~person:"Diebold, Francis X."
~person:"Paolella, Marc S."
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Statistical distribution"
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Forecasting model
Statistical distribution
18
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18
Prognoseverfahren
10
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8
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8
Estimation theory
8
Schätztheorie
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4
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3
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Chu, Chih-Kang
Diebold, Francis X.
Paolella, Marc S.
Ravazzolo, Francesco
10
Blazsek, Szabolcs
7
Mitchell, James
7
Taylor, James W.
7
Dijk, Herman K. van
6
Clements, Michael P.
5
Dijk, Dick van
5
Gerlach, Richard
5
Gupta, Rangan
5
Pierdzioch, Christian
5
Diks, Cees G. H.
4
González-Rivera, Gloria
4
Kang, Kyu Ho
4
Opschoor, Anne
4
Ruiz, Esther
4
Ziel, Florian
4
Ñíguez, Trino-Manuel
4
Aastveit, Knut Are
3
Alexander, Carol
3
Almeida, Caio
3
Ardison, Kym
3
Caporin, Massimiliano
3
Casarin, Roberto
3
Catania, Leopoldo
3
Clements, Adam
3
Galvão, Ana Beatriz C.
3
Garcia, René
3
Hoogerheide, Lennart
3
Huber, Florian
3
Hwang, Ruey-Ching
3
Jiang, Cuixia
3
Jin, Xin
3
Jore, Anne Sofie
3
Kiani, Khurshid M.
3
Lazar, Emese
3
Lee, Tae-hwy
3
Maheu, John M.
3
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Journal of econometrics
2
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1
Applied financial economics
1
International journal of forecasting
1
International review of economics & finance : IREF
1
Journal of financial services research
1
Journal of financial services research : JFSR
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The European journal of finance
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ECONIS (ZBW)
10
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1
On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
Saved in:
2
Density and risk prediction with non-Gaussian COMFORT models
Paolella, Marc S.
;
Polak, Pawel
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014442390
Saved in:
3
Predicting the loss given default distribution with the zero-inflated censored beta-mixture regression that allows probability masses and bimodality
Hwang, Ruey-Ching
;
Chu, Chih-Kang
;
Yu, Kaizhi
- In:
Journal of financial services research
59
(
2021
)
3
,
pp. 143-172
Persistent link: https://www.econbiz.de/10012547106
Saved in:
4
Predicting LGD distributions with mixed continuous and discrete ordinal outcomes
Hwang, Ruey-Ching
;
Chu, Chih-Kang
;
Yu, Kaizhi
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 1003-1022
Persistent link: https://www.econbiz.de/10012497162
Saved in:
5
Predicting loss distributions for small-size defaulted-debt portfolios using a convolution technique that allows probability masses to occur at boundary points
Chu, Chih-Kang
;
Hwang, Ruey-Ching
- In:
Journal of financial services research : JFSR
56
(
2019
)
1
,
pp. 95-117
Persistent link: https://www.econbiz.de/10012301329
Saved in:
6
Multivariate asset return prediction with mixture models
Paolella, Marc S.
- In:
The European journal of finance
21
(
2015
)
13/15
,
pp. 1214-1252
Persistent link: https://www.econbiz.de/10011419842
Saved in:
7
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
8
Alright : asymmetric LaRge-scale (I)GARCH with Hetero-Tails
Paolella, Marc S.
;
Polak, Pawel
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 282-297
Persistent link: https://www.econbiz.de/10011573592
Saved in:
9
Modelling and predicting market risk with Laplace-Gaussian mixture distributions
Haas, Markus
;
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Applied financial economics
16
(
2006
)
15
,
pp. 1145-1162
Persistent link: https://www.econbiz.de/10003385575
Saved in:
10
Conditional density and value-at-risk prediction of Asian currency exchange rates
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Journal of forecasting
19
(
2000
)
4
,
pp. 313-333
Persistent link: https://www.econbiz.de/10001504659
Saved in:
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