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Calendar effect and in-sample forecasting
Mammen, Enno; Martinez Miranda, Maria Dolores; Nielsen, … - In: Insurance / Mathematics & economics 96 (2021), pp. 31-52
Persistent link: https://www.econbiz.de/10012482744
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A hybrid model of kernel density estimation and quantile regression for GEFCom2014 probabilistic load forecasting
Haben, Stephen; Giasemidis, Georgios - In: International journal of forecasting 32 (2016) 3, pp. 1017-1022
Persistent link: https://www.econbiz.de/10011621987
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Forecasting global solar radiation using a robust regularization approach with mixture kernels
Jiang, He - In: Journal of forecasting 42 (2023) 8, pp. 1989-2010
Persistent link: https://www.econbiz.de/10014432828
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Multiple kernel learning with Fisher kernels for high frequency currency prediction
Fletcher, Tristan; Shawe-Taylor, John - In: Computational economics 42 (2013) 2, pp. 217-240
Persistent link: https://www.econbiz.de/10009775711
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A comparison of risk-premium forecasts implied by parametric versus nonparametric conditional mean estimators
McCurdy, Thomas H.; Stengos, Thanasēs - 1991 - rev.
Persistent link: https://www.econbiz.de/10000135918
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Nonparametric prediction in measurement error models
Carroll, Raymond J.; Delaigle, Aurore; Hall, Peter - In: Journal of the American Statistical Association : JASA 104 (2009) 487, pp. 993-1014
Persistent link: https://www.econbiz.de/10003902770
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Forecasting implied volatility surfaces
Audrino, Francesco; Colangelo, Dominik - 2008
Persistent link: https://www.econbiz.de/10003903349
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Interval forecasts and parameter uncertainty
Hansen, Bruce E. - In: Journal of econometrics 135 (2006) 1/2, pp. 377-398
Persistent link: https://www.econbiz.de/10003376090
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Forecasting implied volatility surfaces
Audrino, Francesco; Colangelo, Dominik - 2007
Persistent link: https://www.econbiz.de/10003597924