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subject:"Forecasting model"
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Forecasting model
Statistical distribution
8,181
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8,170
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4,192
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4,192
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1,381
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1,077
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770
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Ravazzolo, Francesco
40
Mitchell, James
28
Dijk, Herman K. van
27
Casarin, Roberto
21
Aastveit, Knut Are
15
Paolella, Marc S.
13
Diebold, Francis X.
12
Dijk, Dick van
12
Grassi, Stefano
12
Jore, Anne Sofie
12
Shin, Minchul
12
Diks, Cees G. H.
10
Opschoor, Anne
10
Taylor, James W.
10
Craig, Ben R.
9
Hoogerheide, Lennart
9
van Dijk, H. K.
9
Clark, Todd E.
8
Dionne, Georges
8
Giacomini, Raffaella
8
Huber, Florian
8
Polanski, Arnold
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Rossi, Barbara
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Sekhposyan, Tatevik
8
Stoja, Evarist
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Vahey, Shaun P.
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Blazsek, Szabolcs
7
Caporin, Massimiliano
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Clements, Michael P.
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Hoogerheide, Lennart F.
7
McAleer, Michael
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Warne, Anders
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Ñíguez, Trino-Manuel
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Billio, Monica
6
Ganics, Gergely
6
Gerdrup, Karsten R.
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Glas, Alexander
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Gupta, Rangan
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Hassani, Samir Saissi
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International journal of forecasting
73
Journal of forecasting
38
Discussion paper / Tinbergen Institute
25
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Journal of econometrics
19
Journal of banking & finance
14
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Economic modelling
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Working paper series / European Central Bank
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Journal of applied econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The European journal of finance
9
Applied economics
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ECB Working Paper
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Applied economics letters
7
Discussion papers / National Institute of Economic and Social Research
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Energy economics
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Finance research letters
7
Insurance / Mathematics & economics
7
International review of economics & finance : IREF
7
Journal of financial econometrics
7
Quantitative finance
7
Risks : open access journal
7
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7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Journal of economic dynamics & control
6
Journal of empirical finance
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
The North American journal of economics and finance : a journal of financial economics studies
6
CAMA working paper series
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CESifo working papers
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CFS working paper series
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ECONIS (ZBW)
1,029
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201
Monitoring value-at-risk and expected shortfall forecasts
Hoga, Yannick
;
Demetrescu, Matei
- In:
Management science : journal of the Institute for …
69
(
2023
)
5
,
pp. 2954-2971
Persistent link: https://www.econbiz.de/10014305469
Saved in:
202
Forecasting tail risk measures for financial time series : an extreme value approach with covariates
James, Robert
;
Leung, Henry
;
Leung, Jessica Wai Yin
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 29-50
Persistent link: https://www.econbiz.de/10014292519
Saved in:
203
A comparison of methods for forecasting value at risk and expected shortfall of cryptocurrencies
Trucíos, Carlos
;
Taylor, James W.
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 989-1007
Persistent link: https://www.econbiz.de/10014292894
Saved in:
204
Improving value-at-risk prediction under model uncertainty
Peng, Shige
;
Yang, Shuzhen
;
Yao, Jianfeng
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 228-259
Persistent link: https://www.econbiz.de/10013542865
Saved in:
205
Firms' subjective uncertainty and forecast errors : survey evidence from Japan
Morikawa, Masayuki
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 33-36
Persistent link: https://www.econbiz.de/10013552960
Saved in:
206
Density forecast of financial returns using decomposition and maximum entropy
Lee, Tae-hwy
;
Wang, He
;
Xi, Zhou
;
Zhang, Ru
- In:
Journal of econometric methods
12
(
2023
)
1
,
pp. 57-83
Persistent link: https://www.econbiz.de/10013554704
Saved in:
207
Using a skewed exponential power mixture for value-at-risk and conditional value-at-risk forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
- In:
Journal of risk : JOR
25
(
2023
)
6
,
pp. 73-103
Persistent link: https://www.econbiz.de/10014487244
Saved in:
208
Conditional and unconditional intraday value-at-risk models : an application to high-frequency tick-by-tick exchange-traded fund data
Nunkoo, Houmera Bibi Sabera
;
Sookia, Noor Ul Hacq
; …
- In:
Journal of risk : JOR
26
(
2023
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014487297
Saved in:
209
Modeling and forecasting USD/UGX volatility through GARCH family models : evidence from Gaussian, T and GED distributions
Erkekoglu, Hatice
;
Garang, Aweng Peter Majok
;
Deng, …
- In:
International journal of economics and financial issues …
10
(
2020
)
2
,
pp. 268-281
Persistent link: https://www.econbiz.de/10012215184
Saved in:
210
Density forecasts in panel data models : a semiparametric Bayesian perspective
Liu, Laura
-
2020
Persistent link: https://www.econbiz.de/10012224017
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