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Forecasting model
59
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Markov chain
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42
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42
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Chen, Cathy W. S.
4
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So, Mike Ka-pui
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3
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Journal of forecasting
European journal of operational research : EJOR
326
Insurance / Mathematics & economics
278
Journal of banking & finance
217
Journal of econometrics
155
Economic modelling
152
Finance research letters
152
Risks : open access journal
140
Discussion paper / Tinbergen Institute
134
Energy economics
134
Journal of risk
125
International journal of theoretical and applied finance
116
Operations research letters
111
Applied economics
107
International review of financial analysis
107
Journal of economic dynamics & control
104
Mathematics of operations research
98
International journal of forecasting
97
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
93
The North American journal of economics and finance : a journal of financial economics studies
93
Quantitative finance
91
International journal of production research
88
Working paper
88
Journal of empirical finance
87
Computational economics
86
Operations research
86
Economics letters
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Mathematical methods of operations research
82
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
73
Applied economics letters
71
The journal of risk model validation
71
International journal of production economics
70
Journal of risk and financial management : JRFM
70
International review of economics & finance : IREF
68
Computers & operations research : and their applications to problems of world concern ; an international journal
63
Management science : journal of the Institute for Operations Research and the Management Sciences
63
Working papers
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Finance and stochastics
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MPRA Paper
60
The European journal of finance
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ECONIS (ZBW)
83
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1
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
Saved in:
2
Volatility forecasting with double Markov switching GARCH models
Chen, Cathy W. S.
;
So, Mike Ka-pui
;
Lin, Edward M. H.
- In:
Journal of forecasting
28
(
2009
)
8
,
pp. 681-697
Persistent link: https://www.econbiz.de/10003918204
Saved in:
3
Bayesian quantile forecasting via the realized hysteretic GARCH model
Chen, Cathy W. S.
;
Lin, Edward M. H.
;
Huang, Tara F. J.
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1317-1337
Persistent link: https://www.econbiz.de/10013465697
Saved in:
4
Forecasting longevity gains using a seemingly unrelated time series model
Neves, César da Rocha
;
Fernandes, Cristiano Augusto Coelho
- In:
Journal of forecasting
34
(
2015
)
8
,
pp. 661-674
Persistent link: https://www.econbiz.de/10011397657
Saved in:
5
Bayesian assessment of dynamic quantile forecasts
Gerlach, Richard
;
Chen, Cathy W. S.
;
Lin, Edward M. H.
- In:
Journal of forecasting
35
(
2016
)
8
,
pp. 751-764
Persistent link: https://www.econbiz.de/10011633826
Saved in:
6
Multiple hypothesis testing of market risk forecasting models
Esposito, Francesco P.
;
Cummins, Mark
- In:
Journal of forecasting
35
(
2016
)
5
,
pp. 381-399
Persistent link: https://www.econbiz.de/10011580778
Saved in:
7
Modeling uncertainty in financial tail risk : a forecast combination and weighted quantile approach
Storti, Giuseppe
;
Wang, Chao
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1648-1663
Persistent link: https://www.econbiz.de/10014432743
Saved in:
8
Quantile forecasting for credit risk management using possibly misspecified hidden Markov models
Banachewicz, Konrad
;
Lucas, André
- In:
Journal of forecasting
27
(
2008
)
7
,
pp. 566-586
Persistent link: https://www.econbiz.de/10003779594
Saved in:
9
Evaluating volatility dynamics and the forecasting ability of Markov switching models
Parikakis, George S.
;
Merika, Anna
- In:
Journal of forecasting
28
(
2009
)
8
,
pp. 736-744
Persistent link: https://www.econbiz.de/10003918209
Saved in:
10
A monetary real-time conditional forecast of euro area inflation
Kaufmann, Sylvia
;
Kugler, Peter
- In:
Journal of forecasting
29
(
2010
)
4
,
pp. 388-405
Persistent link: https://www.econbiz.de/10003989766
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