Narrow search
Showing 1 - 10 of 169
Cover Image
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan; Kang, Kyu Ho - In: International journal of forecasting 37 (2021) 2, pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Cover Image
Bayesian median autoregression for robust time series forecasting
Zeng, Zijian; Li, Meng - In: International journal of forecasting 37 (2021) 2, pp. 1000-1010
Persistent link: https://www.econbiz.de/10012794774
Cover Image
Oil price shocks and economic growth : the volatility link
Maheu, John M.; Song, Yong; Yang, Qiao - In: International journal of forecasting 36 (2020) 2, pp. 570-587
Persistent link: https://www.econbiz.de/10012415259
Cover Image
Forecasting distress in cooperative banks : the role of asset quality
Forgione, Antonio Fabio; Migliardo, Carlo - In: International journal of forecasting 34 (2018) 4, pp. 678-695
Persistent link: https://www.econbiz.de/10012031082
Cover Image
Bayesian model averaging and principal component regression forecasts in a data rich environment
Ouysse, Rachida - In: International journal of forecasting 32 (2016) 3, pp. 763-787
Persistent link: https://www.econbiz.de/10011621808
Cover Image
MCMC methods for comparing stochastic volatility and GARCH models
Gerlach, Richard; Tuyl, Frank - In: International journal of forecasting 22 (2006) 1, pp. 91-107
Persistent link: https://www.econbiz.de/10003283955
Cover Image
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
Cover Image
Semi-parametric dynamic asymmetric Laplace models for tail risk forecasting, incorporating realized measures
Gerlach, Richard; Wang, Chao - In: International journal of forecasting 36 (2020) 2, pp. 489-506
Persistent link: https://www.econbiz.de/10012415185
Cover Image
Ordinal-response GARCH models for transaction data : a forecasting exercise
Dimitrakopoulos, Stefanos; Tsionas, Efthymios G. - In: International journal of forecasting 35 (2019) 4, pp. 1273-1287
Persistent link: https://www.econbiz.de/10012305278
Cover Image
Volatility and quantile forecasts by realized stochastic volatility models with generalized hyperbolic distribution
Takahashi, Makoto; Watanabe, Toshiaki; Omori, Yasuhiro - In: International journal of forecasting 32 (2016) 2, pp. 437-457
Persistent link: https://www.econbiz.de/10011597142