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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"International journal of forecasting"
~person:"Taylor, James W."
~subject:"Estimation theory"
~subject:"Statistical test"
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Stochastischer Prozess
Volatility
Estimation theory
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Taylor, James W.
Hyndman, Rob J.
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International journal of forecasting
Journal of forecasting
2
European journal of operational research : EJOR
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Omega : the international journal of management science
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ECONIS (ZBW)
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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
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