Narrow search
Showing 1 - 10 of 133
Cover Image
Bayesian analysis of Vector ARMA models using Gibbs sampling
Ravishanker, Nalini - In: Journal of forecasting 16 (1997) 3, pp. 177-194
Persistent link: https://www.econbiz.de/10001227335
Cover Image
Backtesting value‐at‐risk : a generalized Markov test
Pajhede, Thor - In: Journal of forecasting 36 (2017) 5, pp. 597-613
Persistent link: https://www.econbiz.de/10011860704
Cover Image
Evaluating probability forecasts in terms of refinement and strictly proper scoring rules
Krämer, Walter - In: Journal of forecasting 25 (2006) 3, pp. 223-226
Persistent link: https://www.econbiz.de/10003318082
Cover Image
Forecast combination and Bayesian model averaging : a prior sensitivity analysis
Feldkircher, Martin - In: Journal of forecasting 31 (2012) 4, pp. 361-376
Persistent link: https://www.econbiz.de/10009576368
Cover Image
Forecasting latent volatility through a Markov chain approximation filter
Lo, Chia Chun; Skindilias, Konstantinos; … - In: Journal of forecasting 35 (2016) 1, pp. 54-69
Persistent link: https://www.econbiz.de/10011417712
Cover Image
Early warning with calibrated and sharper probabilistic forecasts
Machete, Reason L. - In: Journal of forecasting 32 (2013) 5, pp. 452-468
Persistent link: https://www.econbiz.de/10009788808
Cover Image
Multiperiod default probability forecasting
Blümke, Oliver - In: Journal of forecasting 41 (2022) 4, pp. 677-696
Persistent link: https://www.econbiz.de/10013287842
Cover Image
On forecasting conflict in the Sudan: 2009-2012
Bessler, David A.; Kibriya, Shahriar; Chen, Junyi; … - In: Journal of forecasting 35 (2016) 2, pp. 179-188
Persistent link: https://www.econbiz.de/10011580259
Cover Image
Probabilistic forecasts of wind power generation by stochastic differential equation models
Kloppenborg Møller, Jan; Zugno, Marco; Madsen, Henrik - In: Journal of forecasting 35 (2016) 3, pp. 189-205
Persistent link: https://www.econbiz.de/10011580264
Cover Image
What can we learn from the fifties?
Gouret, Fabian - In: Journal of forecasting 36 (2017) 7, pp. 756-775
Persistent link: https://www.econbiz.de/10011860714