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Coherent probabilistic forecasts for hierarchical time series
Ben Taieb, Souhaib
;
Taylor, James W.
;
Hyndman, Rob J.
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2017
Persistent link: https://www.econbiz.de/10011781966
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Forecasting intraday time series with multiple seasonal cycles using parsimonious seasonal exponential smoothing
Taylor, James W.
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Snyder, Ralph D.
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2009
Persistent link: https://www.econbiz.de/10008661429
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3
Return-volatility relationship : insights from linear and non-linear quantile regression
Allen, David E.
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Singh, Abhay Kumar
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Powell, Robert
; …
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2013
Persistent link: https://www.econbiz.de/10009724826
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