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~person:"Borenstein, Denis"
~person:"Herrera, Rodrigo"
~type_genre:"Article in journal"
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Search: subject:"score driven models"
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Score-driven models
4
Forecasting model
3
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3
Theorie
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3
Capital income
2
Demand
2
Einzelhandel
2
Forecasting
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Aktienindex
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Retail demand forecasting
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Borenstein, Denis
Herrera, Rodrigo
Buccheri, Giuseppe
3
Catania, Leopoldo
3
Blasques, F.
2
Blazsek, Szabolcs
2
Corsi, Fulvio
2
Delle Monache, Davide
2
Escribano, Álvaro
2
Fernandes, Cristiano Augusto Coelho
2
Koopman, Siem Jan
2
Licht, Adrian
2
Luati, Alessandra
2
Petrella, Ivan
2
Angelini, Giovanni
1
Blasques, Francisco
1
Clements, Adam
1
D'Innocenzo, Enzo
1
Flandoli, Franco
1
Francq, Christian
1
Fuentes, Fernanda
1
Gaete, Michael
1
Gorgi, P.
1
Gorgi, Paolo
1
Grassi, Stefano
1
Hoeltgebaum, Henrique
1
Laurent, Sébastien
1
Livieri, Giulia
1
Lucas, André
1
Mazzocchi, Mario
1
Proietti, Tommaso
1
Sarlo, Rodrigo
1
Vassallo, Danilo
1
Veiga, Alvaro
1
Venditti, Fabrizio
1
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European journal of operational research : EJOR
1
International journal of forecasting
1
Journal of commodity markets
1
Journal of retailing
1
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ECONIS (ZBW)
4
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Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
2
Lumpy and intermittent retail demand forecasts with
score-driven
models
Sarlo, Rodrigo
;
Fernandes, Cristiano Augusto Coelho
; …
- In:
European journal of operational research : EJOR
307
(
2023
)
3
,
pp. 1146-1160
Persistent link: https://www.econbiz.de/10014282952
Saved in:
3
Diversification benefits of commodities in portfolio allocation : a dynamic factor copula approach
Gaete, Michael
;
Herrera, Rodrigo
- In:
Journal of commodity markets
32
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014495646
Saved in:
4
A score-driven model of short-term demand forecasting for retail distribution centers
Hoeltgebaum, Henrique
;
Borenstein, Denis
;
Fernandes, …
- In:
Journal of retailing
97
(
2021
)
4
,
pp. 715-725
Persistent link: https://www.econbiz.de/10013270715
Saved in:
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