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Forecasting value at risk allowing for time variation in the variance and kurtosis of portfolio returns
Guermat, Cherif; Harris, Richard D.F. - In: International journal of forecasting 18 (2002) 3, pp. 409-420
Persistent link: https://www.econbiz.de/10006973601
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Long memory conditional volatility and asset allocation
Harris, Richard D.F.; Nguyen, Anh - In: International journal of forecasting 29 (2013) 2, pp. 258-273
Persistent link: https://www.econbiz.de/10010087832
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Judging the judges through accuracy-implication metrics: The case of inventory forecasting
Harris, Richard D.F.; Yilmaz, Fatih - In: International journal of forecasting 26 (2010) 1, pp. 134-144
Persistent link: https://www.econbiz.de/10008378738