Narrow search
Showing 1 - 10 of 216
Cover Image
Semiparametric quantile averaging in the presence of high-dimensional predictors
Gooijer, Jan G. de; Zerom Godefay, Dawit - In: International journal of forecasting 35 (2019) 3, pp. 891-909
Persistent link: https://www.econbiz.de/10012305189
Cover Image
Data preprocessing and quantile regression for probabilistic load forecasting in the GEFCom2017 final match
Kanda, Isao; Veguillas, J. M. Quintana - In: International journal of forecasting 35 (2019) 4, pp. 1460-1468
Persistent link: https://www.econbiz.de/10012305376
Cover Image
A hybrid model of kernel density estimation and quantile regression for GEFCom2014 probabilistic load forecasting
Haben, Stephen; Giasemidis, Georgios - In: International journal of forecasting 32 (2016) 3, pp. 1017-1022
Persistent link: https://www.econbiz.de/10011621987
Cover Image
Distributional regression and its evaluation with the CRPS : bounds and convergence of the minimax risk
Pic, Romain; Dombry, Clément; Naveau, Philippe; … - In: International journal of forecasting 39 (2023) 4, pp. 1564-1572
Persistent link: https://www.econbiz.de/10014465329
Cover Image
Nonparametric expected shortfall forecasting incorporating weighted quantiles
Storti, Giuseppe; Wang, Chao - In: International journal of forecasting 38 (2022) 1, pp. 224-239
Persistent link: https://www.econbiz.de/10013347785
Cover Image
Volatility forecasting : the role of lunch-break returns, overnight returns, trading volume and leverage effects
Wang, Xunxiao; Wu, Chongfeng; Xu, Weidong - In: International journal of forecasting 31 (2015) 3, pp. 609-619
Persistent link: https://www.econbiz.de/10011474428
Cover Image
Overnight stock returns and realized volatility
Ahoniemi, Katja; Lanne, Markku - In: International journal of forecasting 29 (2013) 4, pp. 592-604
Persistent link: https://www.econbiz.de/10010212465
Cover Image
Non-linear predictability in stock and bond returns : when and where is it exploitable?
Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - In: International journal of forecasting 25 (2009) 2, pp. 373-399
Persistent link: https://www.econbiz.de/10003870067
Cover Image
On the predictability of the distribution of excess returns in currency markets
Cho, Dooyeon - In: International journal of forecasting 37 (2021) 2, pp. 511-530
Persistent link: https://www.econbiz.de/10012792849
Cover Image
The impact of sentiment and attention measures on stock market volatility
Audrino, Francesco; Sigrist, Fabio Roman Albert; … - In: International journal of forecasting 36 (2020) 2, pp. 334-357
Persistent link: https://www.econbiz.de/10012414802