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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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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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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
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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 multidimensional tail risk at short and long horizons
Polanski, Arnold; Stoja, Evarist - In: International journal of forecasting 33 (2017) 4, pp. 958-969
Persistent link: https://www.econbiz.de/10011746932
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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