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~isPartOf:"Computational economics"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Hoogerheide, Lennart F."
~subject:"Forecasting model"
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Hoogerheide, Lennart F.
Koopman, Siem Jan
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Computational economics
Discussion paper / Tinbergen Institute
European journal of operational research : EJOR
Management science : journal of the Institute for Operations Research and the Management Sciences
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Backtesting value-at-risk using forecasts for multiple horizons, a comment on the forecast rationality tests of A. J. Patton A. Timmermann
Hoogerheide, Lennart F.
;
Ravazzolo, Francesco
;
Dijk, …
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2011
Persistent link: https://www.econbiz.de/10009720750
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Stock index returns' density prediction using GARCH models : frequentist or Bayesian estimation?
Hoogerheide, Lennart F.
;
Ardia, David
;
Corré, Nienke
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2011
Persistent link: https://www.econbiz.de/10008824705
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Bayesian forecasting of value at risk and expected shortfall using adaptive importance sampling
Hoogerheide, Lennart F.
;
Dijk, Herman K. van
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2008
Persistent link: https://www.econbiz.de/10003774522
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