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subject:"Forecasting model"
~person:"Diebold, Francis X."
~person:"Dijk, Dick van"
~type_genre:"Aufsatz in Zeitschrift"
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Forecasting model
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Diebold, Francis X.
Dijk, Dick van
Ravazzolo, Francesco
10
Blazsek, Szabolcs
7
Mitchell, James
7
Taylor, James W.
7
Dijk, Herman K. van
6
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6
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4
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3
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Journal of econometrics
2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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1
Localizing strictly proper scoring rules supplementary material on localizing strictly proper scoring rules
Punder, Ramon de
;
Diks, Cees G. H.
;
Laeven, Roger J. A.
; …
- In:
CeNDEF working paper
(
2023
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10014377691
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2
Closed-form multi-factor copula models with observation-driven dynamic factor loadings
Opschoor, Anne
;
Lucas, André
;
Barra, István
;
Dijk, …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1066-1079
Persistent link: https://www.econbiz.de/10012653226
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3
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:
4
Forecasting value-at-risk under temporal and portfolio aggregation
Kole, Erik
;
Markwat, Thijs
;
Opschoor, Anne
;
Dijk, Dick van
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 649-677
Persistent link: https://www.econbiz.de/10011987663
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5
Comparing the accuracy of multivariate density forecasts in selected regions of the copula support
Diks, Cees G. H.
;
Panchenko, Valentyn
;
Sokolinskiy, Oleg
; …
- In:
Journal of economic dynamics & control
48
(
2014
),
pp. 79-94
Persistent link: https://www.econbiz.de/10010485831
Saved in:
6
Likelihood-based scoring rules for comparing density forecasts in tails
Diks, Cees G. H.
;
Panchenko, Valentyn
;
Dijk, Dick van
- In:
Journal of econometrics
163
(
2011
)
2
,
pp. 215-230
Persistent link: https://www.econbiz.de/10009270608
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