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Portfolio optimization based on GARCH-EVT-Copula forecasting models
Sahamkhadam, Maziar; Stephan, Andreas; Östermark, Ralf - In: International journal of forecasting 34 (2018) 3, pp. 497-506
Persistent link: https://www.econbiz.de/10012031027
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The modeling and forecasting of extreme events in electricity spot markets
Herrera, Rodrigo; González, Nicolás - In: International journal of forecasting 30 (2014) 3, pp. 477-490
Persistent link: https://www.econbiz.de/10010511552
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The uncertainty in extreme risk forecasts from covariate-augmented volatility models
Hoga, Yannick - In: International journal of forecasting 37 (2021) 2, pp. 675-686
Persistent link: https://www.econbiz.de/10012792861
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A new approach to estimating earnings forecasting models : robust regression MM-estimation
Li, Quan - In: International journal of forecasting 37 (2021) 2, pp. 1011-1030
Persistent link: https://www.econbiz.de/10012794782
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Forecasting Bitcoin risk measures : a robust approach
Trucíos, Carlos - In: International journal of forecasting 35 (2019) 3, pp. 836-847
Persistent link: https://www.econbiz.de/10012305182
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On the statistical differences between binary forecasts and real-world payoffs
Taleb, Nassim Nicholas - In: International journal of forecasting 36 (2020) 4, pp. 1228-1240
Persistent link: https://www.econbiz.de/10012546083
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Outlier detection in structural time series models : the indicator saturation approach
Marczak, Martyna; Proietti, Tommaso - In: International journal of forecasting 32 (2016) 1, pp. 180-202
Persistent link: https://www.econbiz.de/10011596512
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Frontiers in VaR forecasting and backtesting
Nieto, Maria Rosa; Ruiz, Esther - In: International journal of forecasting 32 (2016) 2, pp. 474-501
Persistent link: https://www.econbiz.de/10011597163
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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
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Robust regression for electricity demand forecasting against cyberattacks
VandenHeuvel, Daniel; Wu, Jinran; Wang, You-Gan - In: International journal of forecasting 39 (2023) 4, pp. 1573-1592
Persistent link: https://www.econbiz.de/10014465333