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Efficient evaluation of multidimensional time-varying density forecasts, with applications to risk management
Polanski, Arnold; Stoja, Evarist - In: International journal of forecasting 28 (2012) 2, pp. 343-352
Persistent link: https://www.econbiz.de/10009581927
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Forecasting systemic impact in financial networks
Hautsch, Nikolaus; Schaumburg, Julia; Schienle, Melanie - In: International journal of forecasting 30 (2014) 3, pp. 781-794
Persistent link: https://www.econbiz.de/10010515583
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Forecasting multidimensional tail risk at short and long horizons
Polanski, Arnold; Stoja, Evarist - In: International journal of forecasting 33 (2017) 4, pp. 958-969
Persistent link: https://www.econbiz.de/10011746932
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The uncertainty in extreme risk forecasts from covariate-augmented volatility models
Hoga, Yannick - In: International journal of forecasting 37 (2021) 2, pp. 675-686
Persistent link: https://www.econbiz.de/10012792861
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Forecasting macroeconomic risks
Adams, Patrick A.; Adrian, Tobias; Boyarchenko, Nina; … - In: International journal of forecasting 37 (2021) 3, pp. 1173-1191
Persistent link: https://www.econbiz.de/10012794835
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Forecasting U.S. money growth using economic uncertainty measures and regularisation techniques
Tarassow, Artur - In: International journal of forecasting 35 (2019) 2, pp. 443-457
Persistent link: https://www.econbiz.de/10012300681
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Tales from tails : on the empirical distributions of forecasting errors and their implication to risk
Spiliotis, Evangelos; Nikolopoulos, Konstantinos; … - In: International journal of forecasting 35 (2019) 2, pp. 687-698
Persistent link: https://www.econbiz.de/10012300716