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Density forecasting using Bayesian global vector autoregressions with stochastic volatility
Huber, Florian - In: International journal of forecasting 32 (2016) 3, pp. 818-837
Persistent link: https://www.econbiz.de/10011621824
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Bayesian forecasting of Value at Risk and Expected Shortfall using adaptive importance sampling
Hoogerheide, Lennart; Dijk, Herman K. van - In: International journal of forecasting 26 (2010) 2, pp. 231-247
Persistent link: https://www.econbiz.de/10003980297
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Scoring rules and survey density forecasts
Boero, Gianna; Smith, Jeremy; Wallis, Kenneth Frank - In: International journal of forecasting 27 (2011) 2, pp. 379-393
Persistent link: https://www.econbiz.de/10009247488
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Empirical prediction intervals revisited
Lee, Yun Shin; Scholtes, Stefan - In: International journal of forecasting 30 (2014) 2, pp. 217-234
Persistent link: https://www.econbiz.de/10010510948
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Forecasting daily return densities from intraday data : a multifractal approach
Hallam, Mark; Olmo, Jose - In: International journal of forecasting 30 (2014) 4, pp. 863-881
Persistent link: https://www.econbiz.de/10010517781
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Probability distributions or point predictions? : survey forecasts of US output growth and inflation
Clements, Michael P. - In: International journal of forecasting 30 (2013) 1, pp. 99-117
Persistent link: https://www.econbiz.de/10010247009
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Multivariate density forecast evaluation : a modified approach
Ko, Stanley Iat-Meng; Park, Sung Y. - In: International journal of forecasting 29 (2013) 3, pp. 431-441
Persistent link: https://www.econbiz.de/10009787037
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Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models
Ng, Jason; Forbes, Catherine Scipione; Martin, Gael M.; … - In: International journal of forecasting 29 (2013) 3, pp. 411-430
Persistent link: https://www.econbiz.de/10009787038
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Modeling time-varying skewness via decomposition for out-of-sample forecast
Liu, Xiaochun - In: International journal of forecasting 31 (2015) 2, pp. 296-311
Persistent link: https://www.econbiz.de/10011474059
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Applied mean-ETL optimization in using earnings forecasts
Shao, Barret Pengyuan; Rachev, Svetlozar T.; Mu, Yu - In: International journal of forecasting 31 (2015) 2, pp. 561-567
Persistent link: https://www.econbiz.de/10011474402