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Forecasting model
Prognoseverfahren
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72
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136
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19
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10
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7
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ECONIS (ZBW)
152
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1
Robust evaluation of fixed-event forecast rationality
Clements, Michael P.
;
Taylor, Nicholas
- In:
Journal of forecasting
20
(
2001
)
4
,
pp. 285-295
Persistent link: https://www.econbiz.de/10001611046
Saved in:
2
Evaluating interval forecasts of high-frequency financial data
Clements, Michael P.
;
Taylor, Nicholas
- In:
Journal of applied econometrics
18
(
2003
)
4
,
pp. 445-456
Persistent link: https://www.econbiz.de/10001779859
Saved in:
3
Bootstrapping prediction intervals for autoregressive models
Clements, Michael P.
;
Taylor, Nicholas
- In:
International journal of forecasting
17
(
2001
)
2
,
pp. 247-267
Persistent link: https://www.econbiz.de/10001575596
Saved in:
4
Forecasting returns in the VIX futures market
Taylor, Nicholas
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1193-1210
Persistent link: https://www.econbiz.de/10012305251
Saved in:
5
Realised variance forecasting under Box-Cox transformations
Taylor, Nicholas
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 770-785
Persistent link: https://www.econbiz.de/10011746906
Saved in:
6
The determinants of volatility timing performance
Taylor, Nicholas
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1228-1257
Persistent link: https://www.econbiz.de/10014391452
Saved in:
7
Evaluating the rationality of fixed-event forecasts
Clements, Michael P.
-
1996
Persistent link: https://www.econbiz.de/10000666702
Saved in:
8
Explanations of the inconsistencies in survey respondents' forecasts
Clements, Michael P.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003764460
Saved in:
9
Evaluating econometric forecasts of economic and financial variables
Clements, Michael P.
-
2005
-
1. publ.
Persistent link: https://www.econbiz.de/10002113092
Saved in:
10
Evaluating the survey of professional forecasters probability distributions of expected inflation based on derived event probability forecasts
Clements, Michael P.
- In:
Empirical economics : a journal of the Institute for …
31
(
2006
)
1
,
pp. 49-64
Persistent link: https://www.econbiz.de/10003307044
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