Optimal probabilistic forecasts : when do they work?
Gael M. Martin, Rubén Loaiza-Maya, Worapree Maneesoonthorn, David T. Frazier, Andrés Ramírez-Hassan
| Year of publication: |
2022
|
|---|---|
| Authors: | Martin, Gael M. ; Loiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T. ; Ramírez Hassan, Andrés |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 38.2022, 1, p. 384-406
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| Subject: | Linear predictive pools | Optimal predictions | Predictive distributions | Proper scoring rules | Stochastic volatility with jumps | Testing equal predictive ability | Prognoseverfahren | Forecasting model | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Prognose | Forecast | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2021.05.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013347814