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subject:"Prognoseverfahren"
~accessRights:"restricted"
~person:"Hoga, Yannick"
~person:"Ziel, Florian"
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Prognoseverfahren
Statistical distribution
11
Statistische Verteilung
11
Estimation theory
6
Risikomaß
6
Risk measure
6
Schätztheorie
6
Forecasting model
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Measurement
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forecasting
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value-at-risk
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Conditional expected shortfall
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Hoga, Yannick
Ziel, Florian
Ravazzolo, Francesco
7
Blazsek, Szabolcs
6
Taylor, James W.
6
Gupta, Rangan
5
Paolella, Marc S.
5
Pierdzioch, Christian
5
Almeida, Caio
4
Ardison, Kym
4
Garcia, René
4
Huber, Florian
4
Kang, Kyu Ho
4
Polak, Pawel
4
Catania, Leopoldo
3
Chu, Chih-Kang
3
Clements, Adam
3
Dijk, Herman K. van
3
González-Rivera, Gloria
3
Hwang, Ruey-Ching
3
Jacobs, Kris
3
Jiang, Cuixia
3
Ke, Rui
3
Mitchell, James
3
Patton, Andrew J.
3
Ruiz, Esther
3
Vicente, Jose
3
Wei, Yu
3
Xu, Qifa
3
Aastveit, Knut Are
2
Alexander, Carol
2
Bekiros, Stelios
2
Borochin, Paul
2
Camponovo, Lorenzo
2
Carriero, Andrea
2
Casarin, Roberto
2
Dionne, Georges
2
Dobrev, Dobrislav
2
Franta, Michal
2
Gagnon, Marie-Hélène
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Galvão, Ana Beatriz C.
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Energy economics
1
International journal of forecasting
1
Journal of econometrics
1
Journal of financial econometrics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
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ECONIS (ZBW)
5
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1
Distributional neural networks for electricity price forecasting
Marcjasz, Grzegorz
;
Narajewski, Michał Andrzej
;
Weron, …
- In:
Energy economics
125
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014484407
Saved in:
2
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
3
Monitoring value-at-risk and expected shortfall forecasts
Hoga, Yannick
;
Demetrescu, Matei
- In:
Management science : journal of the Institute for …
69
(
2023
)
5
,
pp. 2954-2971
Persistent link: https://www.econbiz.de/10014305469
Saved in:
4
Modeling time-varying tail dependence, with application to systemic risk forecasting
Hoga, Yannick
- In:
Journal of financial econometrics
20
(
2022
)
5
,
pp. 1007-1037
Persistent link: https://www.econbiz.de/10013460046
Saved in:
5
M5 competition uncertainty : overdispersion, distributional forecasting, GAMLSS, and beyond
Ziel, Florian
- In:
International journal of forecasting
38
(
2022
)
4
,
pp. 1546-1554
Persistent link: https://www.econbiz.de/10014381160
Saved in:
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