demand is forecasted; total forecast then is broken up to produce forecasts for the individual items. Since HF is a … studies. This paper succeeds in following a more theoretical approach by simplifying the problem: we consider estimation …

, does not affect the estimation of the number of factors, nor subsequent estimation of the factors themselves (see e … forecasting models are used widely for prediction, and it is important to understand when such models are stable. Now, forecast …

applied work. It has been recognized that a profound econometric analysis often requires, besides the path forecast, a joint …

forecast errors to estimate measures of forecast uncertainty. This work addresses the question how the latter estimation can be …Recently, several institutions have increased their forecast horizons, and many institutions rely on their past … accomplished if there are only very few errors available for the new forecast horizons. It extends upon the results of Knüppel …

applied work. It has been recognized that a profound econometric analysis requires, besides the path forecast, a joint …

-of-sample forecast accuracy from our proposed trimming method. …

analytical tractability. -- ARMA-GARCH models ; neural networks ; nonparametric density estimation ; forecast accuracy ; option …