Search Results - subject:"SCORE"

Non-Gaussian score-driven conditionally heteroskedastic models with a macroeconomic application

Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrián - In: Macroeconomic dynamics 28 (2024) 1, pp. 32-50

Persistent link: https://www.econbiz.de/10014465380

Improved gradient scaling for score-driven filters with an application to stock market volatility

Blazsek, Szabolcs; Escribano, Álvaro; Ayala, Astrid - 2025

Persistent link: https://www.econbiz.de/10015396160

Score-driven interactions for "disease x" using covid and non-covid mortality

Blazsek, Szabolcs; Dos Santos, William M.; Edwards, … - In: Econometrics : open access journal 12 (2024) 3, pp. 1-24

The COVID-19 (coronavirus disease of 2019) pandemic is over; however, the probability of such a pandemic is about 2% in any year. There are international negotiations among almost 200 countries at the World Health Organization (WHO) concerning a global plan to deal with the next pandemic on the...

Persistent link: https://www.econbiz.de/10015133930

Detecting corporate ESG performance : the role of ESG materiality in corporate financial performance and risks

Yang, Sharon S.; Huang, Jr-Wei; Chen, Hong-Yi; Tsay, … - In: The North American journal of economics and finance : a … 76 (2025), pp. 1-20

Persistent link: https://www.econbiz.de/10015372590

A causal analysis of environmental and financial performance : differences between brown and green firms

Vashisht, Rupali; Calvo Pardo, Héctor F.; Olmo, Jose - In: Economic modelling 144 (2025), pp. 1-21

Persistent link: https://www.econbiz.de/10015193701

How can data manipulation matter in predicting the failure risk? : evidence from Romanian companies

Capraș, Isabella Lucuţ; Achim, Monica Violeta; Hint, … - In: Journal of business economics and management 26 (2025) 1, pp. 110-126

, the findings indicate that there is no statistically significant correlation between the Beneish Model and the Altman Z-score …

Persistent link: https://www.econbiz.de/10015413404

Measuring customer experience in e-retail

Pires, Paulo Botelho; Perestrelo, Beatriz Martins; … - In: Administrative Sciences : open access journal 15 (2025) 11, pp. 1-33

interrelations among Customer Effort Score (CES), Customer Experience (CX), Customer Satisfaction (CSAT), Customer Loyalty Index (CLI …), and Net Promoter Score (NPS) within a unified framework. A quantitative, cross-sectional survey of recent online shoppers …

Persistent link: https://www.econbiz.de/10015549141

"Calibeating": beating forecasters at their own game

Foster, Dean P.; Hart, Sergiu - In: Theoretical Economics 18 (2023) 4, pp. 1441-1474

In order to identify expertise, forecasters should not be tested by their calibration score, which can always be made … arbitrarily small, but rather by their Brier score. The Brier score is the sum of the calibration score and the refinement score …

Persistent link: https://www.econbiz.de/10014536942

"Calibeating" : beating forecasters at their own game

Foster, Dean P.; Hart, Sergiu - In: Theoretical economics : TE ; an open access journal in … 18 (2023) 4, pp. 1441-1474

To identify expertise, forecasters should not be tested by their calibration score, which can always be made … arbitrarily small, but rather by their Brier score. The Brier score is the sum of the calibration score and the refinement score …

Persistent link: https://www.econbiz.de/10014440068

Proper scoring rules for evaluating density forecasts with asymmetric loss functions

Iacopini, Matteo; Ravazzolo, Francesco; Rossini, Luca - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 482-496

Persistent link: https://www.econbiz.de/10014448252