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How informative are the subjective density forecasts of macroeconomists?
Kenny, Geoff; Kostka, Thomas; Masera, Federico - In: Journal of forecasting 33 (2014) 3, pp. 163-185
Persistent link: https://www.econbiz.de/10010424841
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On the difficulty of measuring forecasting skill in financial markets
Satchell, Stephen; Williams, Oliver - In: Journal of forecasting 34 (2015) 2, pp. 92-113
Persistent link: https://www.econbiz.de/10011305307
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The data measurement process for UK GNP : stochastic trends, long memory, and unit roots
Patterson, Kerry D. - In: Journal of forecasting 21 (2002) 4, pp. 245-264
Persistent link: https://www.econbiz.de/10001700327
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Modelling the absolute returns of different stock indices : exploring the forecastability of an alternative measure of risk
Granger, C. W. J.; Sin, Chor-yiu - In: Journal of forecasting 19 (2000) 4, pp. 277-298
Persistent link: https://www.econbiz.de/10001504616
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Forecasting high-frequency risk measures
Banulescu, Denisa; Colletaz, Gilbert; Hurlin, Christophe; … - In: Journal of forecasting 35 (2016) 3, pp. 224-249
Persistent link: https://www.econbiz.de/10011580273
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A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao; Gerlach, Richard - In: Journal of forecasting 43 (2024) 1, pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
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Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man; Cheng, Yihan - In: Journal of forecasting 41 (2022) 8, pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
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Adjusting for information content when comparing forecast performance
Andersson, Michael K.; Aranki, Ted; Reslow, André - In: Journal of forecasting 36 (2017) 7, pp. 784-794
Persistent link: https://www.econbiz.de/10011860726
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Measuring downside risk and severity for global output
Wang, Yan; Yao, James Yudong - In: Journal of forecasting 26 (2007) 1, pp. 23-32
Persistent link: https://www.econbiz.de/10003406089
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Measuring the probability of a business cycle turning point by using a multivariate qualitative hidden Markov model
Grégoir, Stéphane; Lenglart, Fabrice - In: Journal of forecasting 19 (2000) 2, pp. 81-102
Persistent link: https://www.econbiz.de/10001464870