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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
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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
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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
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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
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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