Optimal probabilistic forecasts : when do they work?
Gael M. Martin, Rubén Loaiza-Maya, David T. Frazier, Worapree Maneesoonthorn and Andrés Ramírez Hassan
| Year of publication: |
September 2020
|
|---|---|
| Authors: | Martin, Gael M. ; Loiza-Maya, Ruben ; Frazier, David T. ; Maneesoonthorn, Worapree ; Ramírez Hassan, Andrés |
| Publisher: |
[Victoria, Australia] : Monash University, Department of Econometrics and Business Statistics |
| Subject: | Coherent predictions | linear predictive pools | predictive distributions | proper scoring rules | stochastic volatility with jumps | testing equal predictive ability | Prognoseverfahren | Forecasting model | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Prognose | Forecast | Volatilität | Volatility | Stochastischer Prozess | Stochastic process |
freely available
| Extent: | 1 Online-Ressource (circa 33 Seiten) Illustrationen |
|---|---|
| Series: | Working paper / Department of Econometrics and Business Statistics, Monash University. - Clayton, Vic., ZDB-ID 2419033-0. - Vol. 20, 33 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012610795