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Density forecasting for weather derivative pricing
Taylor, James W.; Buizza, Roberto - In: International journal of forecasting 22 (2006) 1, pp. 29-42
Persistent link: https://www.econbiz.de/10003283941
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Evaluating the accuracy of value-at-risk forecasts : new multilevel tests
Leccadito, Arturo; Boffelli, Simona; Urga, Giovanni - In: International journal of forecasting 30 (2014) 2, pp. 206-216
Persistent link: https://www.econbiz.de/10010510949
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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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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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An empirical comparison of default risk forecasts from alternative credit rating philosophies
Rösch, Daniel - In: International journal of forecasting 21 (2005) 1, pp. 37-51
Persistent link: https://www.econbiz.de/10002547096
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Comparing density forecasts in a risk management context
Diks, Cees G. H.; Fang, Hao - In: International journal of forecasting 36 (2020) 2, pp. 531-551
Persistent link: https://www.econbiz.de/10012415217
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Forecasting, uncertainty and risk management
Makridakis, Spyros G.; Williams, Terry M.; Kirkham, Richard - In: International journal of forecasting 35 (2019) 2, pp. 641-643
Persistent link: https://www.econbiz.de/10012300709
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Forecasting unknown-unknowns by boosting the risk radar within the risk intelligent organisation
Marshall, Alasdair J.; Ojiako, Udechukwu; Wang, Victoria; … - In: International journal of forecasting 35 (2019) 2, pp. 644-658
Persistent link: https://www.econbiz.de/10012300710
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How much data do you need? : an operational, pre-asymptotic metric for fat-tailedness
Taleb, Nassim Nicholas - In: International journal of forecasting 35 (2019) 2, pp. 677-686
Persistent link: https://www.econbiz.de/10012300715
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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