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Factor-based forecasting in the presence of outliers : are factors better selected and estimated by the median than by the mean?

Kristensen, Johannes Tang - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 3, pp. 309-338

Persistent link: https://www.econbiz.de/10010384286

Instrumental variable estimation in functional linear models

Florens, Jean-Pierre; Van Bellegem, Sébastien - In: Journal of econometrics 186 (2015) 2, pp. 465-476

Persistent link: https://www.econbiz.de/10011349445

Risk analysis of cumulative intraday return curves

Kokoszka, Piotr; Miao, Hong; Stoev, Stilian; Zheng, Ben - In: Journal of time series econometrics 11 (2019) 2, pp. 1-31

Persistent link: https://www.econbiz.de/10012022894

How functional data can enhance the estimation of health expectancy : the case of disabled Spanish population

Albarrán, Irene; Alonso-González, Pablo J.; … - In: Astin bulletin : the journal of the International … 49 (2019) 1, pp. 57-84

Persistent link: https://www.econbiz.de/10012105339

A prediction interval for a function-valued forecast model : application to load forecasting

Antoniadis, Anestis; Brossat, Xavier; Cugliari, Jairo; … - In: International journal of forecasting 32 (2016) 3, pp. 939-947

Persistent link: https://www.econbiz.de/10011621897

Functional kriging prediction of pollution series : the geostatistical alternative for spatially-fixed data

Montero, José-María; Fernández-Avilés, Gema - In: Estudios de economía aplicada : revista promovida por … 33 (2015) 1, pp. 145-173

Persistent link: https://www.econbiz.de/10010515787

The impact of special days in call arrivals forecasting : a neural network approach to modelling special days

Barrow, Devon; Kourentzes, Nikolaos - In: European journal of operational research : EJOR 264 (2018) 3, pp. 967-977

Persistent link: https://www.econbiz.de/10011802132

The impact of sovereign yield curve differentials on value-at-risk forecasts for foreign exchange rates

Fink, Holger Maria; Fuest, Andreas; Port, Henry - In: Risks : open access journal 6 (2018) 3, pp. 1-19

A functional ARMA-GARCH model for predicting the value-at-risk of the EURUSD exchange rate is introduced. The model implements the yield curve differentials between EUR and the US as exogenous factors. Functional principal component analysis allows us to use the information of basically the...

Persistent link: https://www.econbiz.de/10011890808

Neural network prediction of crude oil futures using B-splines

Butler, Sunil; Kokoszka, Piotr; Miao, Hong; Shang, Han Lin - In: Energy economics 94 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012649352

Long term care insurance pricing in Spanish population : a functional data approach

Albarrán, Irene; Alonso-González, Pablo J.; Grané, Aurea - In: The European journal of finance 26 (2020) 2/3, pp. 258-276

Persistent link: https://www.econbiz.de/10012207207

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