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Conditional density forecast of China's energy demand via QRNN model
Cao, Shubo; Xu, Qifa; Jiang, Cuixia; He, Yaoyao - In: Applied economics letters 25 (2018) 12, pp. 867-875
Persistent link: https://www.econbiz.de/10012130465
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Volatility forecasting of exchange rate by quantile regression
Huang, Alex; Peng, Sheng-pen; Li, Fangjhy; Ke, Ching-jie - In: International review of economics & finance : IREF 20 (2011) 4, pp. 591-606
Persistent link: https://www.econbiz.de/10009303959
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Forecasting the distribution of economic variables in a data-rich environment
Manzan, Sebastiano - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 1, pp. 144-164
Persistent link: https://www.econbiz.de/10011389997
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Quantile forecasts of inflation under model uncertainty
Korobilis, Dimitris - 2015
Persistent link: https://www.econbiz.de/10010517181
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A hybrid seasonal autoregressive integrated moving average and quantile regression for daily food sales forecasting
Arunraj, Nari Sivanandam; Ahrens, Diane - In: International journal of production economics 170 (2015), pp. 321-335
Persistent link: https://www.econbiz.de/10011421909
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Analysts' forecast dispersion and stock returns : a quantile regression approach
Li, Ming-yuan Leon; Wu, Jyong-Sian - In: The journal of behavioral finance : a publication of … 15 (2014) 3, pp. 175-183
Persistent link: https://www.econbiz.de/10011303211
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Predictable return distributions
Pedersen, Thomas Q. - In: Journal of forecasting 34 (2015) 2, pp. 114-132
Persistent link: https://www.econbiz.de/10011305289
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Sources of disagreement in inflation forecasts : an international empirical investigation
Siklos, Pierre L. - In: Journal of international economics 90 (2013) 1, pp. 218-231
Persistent link: https://www.econbiz.de/10009751166
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Forecasting the return distribution using high-frequency volatility measures
Hua, Jian; Manzan, Sebastiano - In: Journal of banking & finance 37 (2013) 11, pp. 4381-4403
Persistent link: https://www.econbiz.de/10010247031
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Quantile methods for financial risk management
Schaumburg, Julia - 2013
This thesis develops new methods to assess two types of financial risk. Market risk is defined as the risk of losing money due to drops in the values of asset portfolios. Systemic risk refers to the breakdown risk for the financial system induced by the distress of individual companies. During...
Persistent link: https://www.econbiz.de/10009783478