Narrow search
Showing 1 - 10 of 364
Cover Image
A dynamic conditional approach to forecasting portfolio weights
Cipollini, Fabrizio; Gallo, Giampiero M.; Palandri, … - In: International journal of forecasting 37 (2021) 3, pp. 1111-1126
Persistent link: https://www.econbiz.de/10012794818
Cover Image
Volatility forecasting in European government bond markets
Özbekler, Ali Gencay; Kontonikas, Alexandros; … - In: International journal of forecasting 37 (2021) 4, pp. 1691-1709
Persistent link: https://www.econbiz.de/10013274332
Cover Image
A novel cluster HAR-type model for forecasting realized volatility
Yao, Xingzhi; Izzeldin, Marwan; Li, Zhenxiong - In: International journal of forecasting 35 (2019) 4, pp. 1318-1331
Persistent link: https://www.econbiz.de/10012305326
Cover Image
Realized volatility forecasting of agricultural commodity futures using the HAR model with time-varying sparsity
Tian, Fengping; Yang, Ke; Chen, Langnan - In: International journal of forecasting 33 (2017) 1, pp. 132-152
Persistent link: https://www.econbiz.de/10011754691
Cover Image
Combining nearest neighbor predictions and model-based predictions of realized variance : does it pay?
Andrada Félix, Julián; Fernández Rodríguez, Fernando; … - In: International journal of forecasting 32 (2016) 3, pp. 695-715
Persistent link: https://www.econbiz.de/10011621779
Cover Image
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda; Herrera, Rodrigo; Clements, Adam - In: International journal of forecasting 39 (2023) 2, pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Cover Image
Forecasting realized volatility of agricultural commodities
Degiannakis, Stavros; Filis, George; Klein, Tony; … - In: International journal of forecasting 38 (2022) 1, pp. 74-96
Persistent link: https://www.econbiz.de/10013347759
Cover Image
Calibration of deterministic NWP forecasts and its impact on verification
Mayer, Martin János; Yang, Dazhi - In: International journal of forecasting 39 (2023) 2, pp. 981-991
Persistent link: https://www.econbiz.de/10014465188
Cover Image
On the uncertainty of a combined forecast : the critical role of correlation
Magnus, Jan R.; Vasnev, Andrey L. - In: International journal of forecasting 39 (2023) 4, pp. 1895-1908
Persistent link: https://www.econbiz.de/10014465366
Cover Image
On economic evaluation of directional forecasts
Blaskowitz, Oliver Jim; Herwartz, Helmut - In: International journal of forecasting 27 (2011) 4, pp. 1058-1065
Persistent link: https://www.econbiz.de/10009316915