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Assessing point forecast accuracy by stochastic error distance
Diebold, Francis X.; Shin, Minchul - In: Econometric reviews 36 (2017) 6/9, pp. 588-598
Persistent link: https://www.econbiz.de/10011795289
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Assessing point forecast accuracy by stochastic loss distance
Diebold, Francis X.; Shin, Minchul - In: Economics letters 130 (2015), pp. 37-38
Persistent link: https://www.econbiz.de/10011422366
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Rolling window selection for out-of-sample forecasting with time-varying parameters
Inoue, Atsushi; Lu, Jin; Rossi, Barbara - In: Journal of econometrics 196 (2017) 1, pp. 55-67
Persistent link: https://www.econbiz.de/10011743498
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Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement
Liu, Xiaoyu; Yan, Xing; Zhang, Kun - In: European journal of operational research : EJOR 312 (2024) 3, pp. 1168-1177
Persistent link: https://www.econbiz.de/10014456483
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Robust inference for diffusion-index forecasts with cross-sectionally dependent data
Kim, Min Seong - 2021
Persistent link: https://www.econbiz.de/10012593573
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Size matters : estimation sample length and electricity price forecasting accuracy
Fezzi, Carlo; Mosetti, Luca - In: The energy journal 41 (2020) 4, pp. 231-254
Persistent link: https://www.econbiz.de/10012546856
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Robust inference for diffusion-index forecasts with cross-sectionally dependent data
Kim, Min Seong - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1153-1167
Persistent link: https://www.econbiz.de/10013539471