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  • Search: subject:"Continuous ranked probability score"
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Year of publication
Subject
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Continuous ranked probability score 4 Forecasting model 4 Prognoseverfahren 4 ARCH model 2 ARCH-Modell 2 Energy score 2 Estimation 2 Forecast 2 Probability theory 2 Risikomaß 2 Risk measure 2 Schätzung 2 Statistical distribution 2 Statistische Verteilung 2 Theorie 2 Theory 2 Time series analysis 2 Wahrscheinlichkeitsrechnung 2 Zeitreihenanalyse 2 continuous ranked probability score 2 Aktienindex 1 Bagging 1 Bruttoinlandsprodukt 1 Börsenkurs 1 Components of GDP forecasts 1 Conditional VaR 1 Cyprus 1 Decomposition method 1 Dekompositionsverfahren 1 Economic forecast 1 Ensemble calibration 1 Entropie 1 Entropy 1 Estimation theory 1 Extreme events 1 Factor quantile regression 1 GDP forecasts 1 Gross domestic product 1 Historical simulation 1 Multivariate Analyse 1
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Undetermined 3 Free 2
Type of publication
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Article 6
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4
Language
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English 4 Undetermined 2
Author
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Alexander, Carol 2 Anastasiades, Georgios 1 Andreou, Elena 1 Baran, Sándor 1 Dakos, Michael 1 Han, Yang 1 Kourtellos, Andros 1 Lee, Tae-hwy 1 McSharry, Patrick 1 Meng, Xiaochun 1 Wang, He 1 Xi, Zhou 1 Zhang, Ru 1
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Published in...
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Computational Statistics & Data Analysis 1 Cyprus economic policy review 1 Energies 1 International journal of forecasting 1 Journal of econometric methods 1 Quantitative finance 1
Source
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ECONIS (ZBW) 4 RePEc 2
Showing 1 - 6 of 6
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Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol; Dakos, Michael - In: Quantitative finance 23 (2023) 3, pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
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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
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Static and dynamic models for multivariate distribution forecasts : proper scoring rule tests of factor-quantile versus multivariate GARCH models
Alexander, Carol; Han, Yang; Meng, Xiaochun - In: International journal of forecasting 39 (2023) 3, pp. 1078-1096
Persistent link: https://www.econbiz.de/10014465245
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Quantile Forecasting of Wind Power Using Variability Indices
Anastasiades, Georgios; McSharry, Patrick - In: Energies 6 (2013) 2, pp. 662-695
Wind power forecasting techniques have received substantial attention recently due to the increasing penetration of wind energy in national power systems. While the initial focus has been on point forecasts, the need to quantify forecast uncertainty and communicate the risk of extreme ramp...
Persistent link: https://www.econbiz.de/10010668185
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Scoring rules for simple forecasting models : the case of Cyprus GDP and its sectors
Andreou, Elena; Kourtellos, Andros - In: Cyprus economic policy review 12 (2018) 1, pp. 59-73
Persistent link: https://www.econbiz.de/10012305733
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Probabilistic wind speed forecasting using Bayesian model averaging with truncated normal components
Baran, Sándor - In: Computational Statistics & Data Analysis 75 (2014) C, pp. 227-238
Bayesian model averaging (BMA) is a statistical method for post-processing forecast ensembles of atmospheric variables, obtained from multiple runs of numerical weather prediction models, in order to create calibrated predictive probability density functions (PDFs). The BMA predictive PDF of the...
Persistent link: https://www.econbiz.de/10011056403
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