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Testing for multiple-period predictability between serially dependent time series
Heaton, Christopher - In: International journal of forecasting 31 (2015) 3, pp. 587-597
Persistent link: https://www.econbiz.de/10011474421
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Forecast encompassing tests for the expected shortfall
Dimitriadis, Timo; Schnaitmann, Julie - In: International journal of forecasting 37 (2021) 2, pp. 604-621
Persistent link: https://www.econbiz.de/10012792857
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Testing out-of-sample portfolio performance
Kazak, Ekaterina; Pohlmeier, Winfried - In: International journal of forecasting 35 (2019) 2, pp. 540-554
Persistent link: https://www.econbiz.de/10012300697
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Forecasting dynamically asymmetric fluctuations of the U.S. business cycle
Zanetti Chini, Emilio - In: International journal of forecasting 34 (2018) 4, pp. 711-732
Persistent link: https://www.econbiz.de/10012031089
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Monte Carlo forecast evaluation with persistent data
Khalaf, Lynda; Saunders, Charles J. - In: International journal of forecasting 33 (2017) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10011754679
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Combining forecasts for universally optimal performance
Qian, Wei; Rolling, Craig A.; Cheng, Gang; Yang, Yuhong - In: International journal of forecasting 38 (2022) 1, pp. 193-208
Persistent link: https://www.econbiz.de/10013347783