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Forecasting the volatility of asset returns : the informational gains from option prices
Martin, Vance; Tang, Chrismin; Yao, Wenying - In: International journal of forecasting 37 (2021) 2, pp. 862-880
Persistent link: https://www.econbiz.de/10012792874
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Bayesian predictions of low time series
McCabe, Brendan Peter Martin; Martin, Gael M. - In: International journal of forecasting 21 (2005) 2, pp. 315-330
Persistent link: https://www.econbiz.de/10002687880
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Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models
Ng, Jason; Forbes, Catherine Scipione; Martin, Gael M.; … - In: International journal of forecasting 29 (2013) 3, pp. 411-430
Persistent link: https://www.econbiz.de/10009787038
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Approximate Bayesian forecasting
Frazier, David T.; Maneesoonthorn, Worapree; Martin, Gael M. - In: International journal of forecasting 35 (2019) 2, pp. 521-539
Persistent link: https://www.econbiz.de/10012300696
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Optimal probabilistic forecasts : when do they work?
Martin, Gael M.; Loiza-Maya, Ruben; Maneesoonthorn, Worapree - In: International journal of forecasting 38 (2022) 1, pp. 384-406
Persistent link: https://www.econbiz.de/10013347814
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Forecasting : theory and practice
Petropoulos, Fotios; Apiletti, Daniele; Assimakopoulos, V. - In: International journal of forecasting 38 (2022) 3, pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
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Bayesian forecasting in economics and finance : a modern review
Martin, Gael M.; Frazier, David T.; Maneesoonthorn, Worapree - In: International journal of forecasting 40 (2024) 2, pp. 811-839
Persistent link: https://www.econbiz.de/10014547209
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Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models
Ng, Jason; Forbes, Catherine S.; Martin, Gael M.; … - In: International journal of forecasting 29 (2013) 3, pp. 411-430
Persistent link: https://www.econbiz.de/10010137945