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~isPartOf:"International journal of forecasting"
~person:"Bruhn, Manfred"
~person:"Fabozzi, Frank J."
~person:"McAleer, Michael"
~source:"econis"
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Bruhn, Manfred
Fabozzi, Frank J.
McAleer, Michael
Hyndman, Rob J.
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International journal of forecasting
Econometric Institute research papers
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School of Accounting, Finance and Economics & FEMARC working paper series
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Analyzing fixed-event forecast revisions
Chang, Chia-Lin
;
Bruijn, Bert de
;
Franses, Philip Hans
; …
- In:
International journal of forecasting
29
(
2013
)
4
,
pp. 622-627
Persistent link: https://www.econbiz.de/10010212461
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Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range
Chen, Cathy W. S.
;
Gerlach, Richard
;
Hwang, Bruce B. K.
; …
- In:
International journal of forecasting
28
(
2012
)
3
,
pp. 557-574
Persistent link: https://www.econbiz.de/10009658352
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