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Search: subject:"quantile projections"
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density forecasts
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quantile projections
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Forecasting Tail Risks
De Nicolò, Gianni
;
Lucchetta, Marcella
-
2015
), and (b) auto-regressive and factor-augmented
Quantile
Projections
(QPs). We use a large database of monthly U.S. data for …
Persistent link: https://www.econbiz.de/10010531770
Saved in:
2
Forecasting Tail Risks
Nicolò, Gianni De
;
Lucchetta, Marcella
-
CESifo
-
2015
), and (b) auto-regressive and factor-augmented
Quantile
Projections
(QPs). We use a large database of monthly U.S. data for …
Persistent link: https://www.econbiz.de/10011212072
Saved in:
3
Forecasting tail risks : presented at CESifo Area Conference on Macro, Money and International Finance, February 2015
De Nicolò, Gianni
;
Lucchetta, Marcella
-
2015
), and (b) auto-regressive and factor-augmented
Quantile
Projections
(QPs). We use a large database of monthly U.S. data for …
Persistent link: https://www.econbiz.de/10010498601
Saved in:
4
Forecasting tail risks
De Nicolò, Gianni
;
Lucchetta, Marcella
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 159-170
Persistent link: https://www.econbiz.de/10011688505
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