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An evaluation of methods for v...
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Probabilistic forecasting of wind power ramp events using autoregressive logit models
Taylor, James W.
- In:
European journal of operational research : EJOR
259
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2017
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2
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pp. 703-712
Persistent link: https://www.econbiz.de/10011661798
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Forecasting value at risk and expected shortfall using a semiparametric approach based on the asymmetric laplace distribution
Taylor, James W.
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
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pp. 121-133
Persistent link: https://www.econbiz.de/10012176554
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Forecast combinations for value at risk and expected shortfall
Taylor, James W.
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 428-441
Persistent link: https://www.econbiz.de/10012415069
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A strategic predictive distribution for tests of probabilistic calibration
Taylor, James W.
- In:
International journal of forecasting
36
(
2020
)
4
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pp. 1380-1388
Persistent link: https://www.econbiz.de/10012546789
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Evaluating quantile-bounded and expectile-bounded interval forecasts
Taylor, James W.
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 800-811
Persistent link: https://www.econbiz.de/10012792870
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Forecasting value at risk and expected shortfall using a model with a dynamic omega ratio
Taylor, James W.
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013463062
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Exponential smoothing with a damped multiplicative trend
Taylor, James W.
- In:
International Journal of Forecasting
19
(
2003
)
4
,
pp. 715-725
Persistent link: https://www.econbiz.de/10005428915
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Volatility forecasting with smooth transition exponential smoothing
Taylor, James W.
- In:
International Journal of Forecasting
20
(
2004
)
2
,
pp. 273-286
Persistent link: https://www.econbiz.de/10005429275
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Density forecasting for weather derivative pricing
Taylor, James W.
;
Buizza, Roberto
- In:
International Journal of Forecasting
22
(
2006
)
1
,
pp. 29-42
Persistent link: https://www.econbiz.de/10005429443
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Exponentially weighted information criteria for selecting among forecasting models
Taylor, James W.
- In:
International Journal of Forecasting
24
(
2008
)
3
,
pp. 513-524
Persistent link: https://www.econbiz.de/10005429494
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