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Search: subject_exact:"Monte Carlo method"
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Monte Carlo simulation
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International journal of forecasting
European journal of operational research : EJOR
46
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44
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38
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37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
35
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ECONIS (ZBW)
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1
On using predictive-ability tests in the selection of time-series prediction models : a Monte Carlo evaluation
Costantini, Mauro
;
Kunst, Robert M.
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 445-460
Persistent link: https://www.econbiz.de/10012792843
Saved in:
2
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
3
Bayesian median autoregression for robust time series forecasting
Zeng, Zijian
;
Li, Meng
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 1000-1010
Persistent link: https://www.econbiz.de/10012794774
Saved in:
4
Semi-parametric dynamic asymmetric Laplace models for tail risk forecasting, incorporating realized measures
Gerlach, Richard
;
Wang, Chao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 489-506
Persistent link: https://www.econbiz.de/10012415185
Saved in:
5
Oil price shocks and economic growth : the volatility link
Maheu, John M.
;
Song, Yong
;
Yang, Qiao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 570-587
Persistent link: https://www.econbiz.de/10012415259
Saved in:
6
Ordinal-response GARCH models for transaction data : a forecasting exercise
Dimitrakopoulos, Stefanos
;
Tsionas, Efthymios G.
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1273-1287
Persistent link: https://www.econbiz.de/10012305278
Saved in:
7
Bayesian forecasting of UEFA Champions League under alternative seeding regimes
Corona, Francisco
;
Forrest, David
;
Tena, J. D.
;
Wiper, …
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 722-732
Persistent link: https://www.econbiz.de/10012300721
Saved in:
8
Improving forecasting performance using covariate-dependent copula models
Li, Feng
;
Kang, Yanfei
- In:
International journal of forecasting
34
(
2018
)
3
,
pp. 456-476
Persistent link: https://www.econbiz.de/10012031011
Saved in:
9
Forecasting distress in cooperative banks : the role of asset quality
Forgione, Antonio Fabio
;
Migliardo, Carlo
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 678-695
Persistent link: https://www.econbiz.de/10012031082
Saved in:
10
Does the foreign sector help forecast domestic variables in DSGE models?
Kolasa, Marcin
;
Rubaszek, Michał
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 809-821
Persistent link: https://www.econbiz.de/10012031114
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