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ECONIS (ZBW)
1,767
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1
Frontiers in VaR forecasting and backtesting
Nieto, Maria Rosa
;
Ruiz, Esther
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 474-501
Persistent link: https://www.econbiz.de/10011597163
Saved in:
2
Forecasting, uncertainty and
risk
management
Makridakis, Spyros G.
;
Williams, Terry M.
;
Kirkham, Richard
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 641-643
Persistent link: https://www.econbiz.de/10012300709
Saved in:
3
Forecasting, uncertainty and
risk
; perspectives on clinical decision-making in preventive and curative medicine
Makridakis, Spyros G.
;
Kirkham, Richard
;
Wakefield, Ann
; …
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 659-666
Persistent link: https://www.econbiz.de/10012300711
Saved in:
4
Comparing density forecasts in a
risk
management context
Diks, Cees G. H.
;
Fang, Hao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 531-551
Persistent link: https://www.econbiz.de/10012415217
Saved in:
5
Monte Carlo forecast evaluation with persistent data
Khalaf, Lynda
;
Saunders, Charles J.
- In:
International journal of forecasting
33
(
2017
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10011754679
Saved in:
6
A comparison of MIDAS and bridge equations
Schumacher, Christian
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 257-270
Persistent link: https://www.econbiz.de/10011596743
Saved in:
7
Forecasting value at
risk
and expected shortfall with mixed data
sampling
Trung Hai Le
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1362-1379
Persistent link: https://www.econbiz.de/10012546780
Saved in:
8
A new approach for detecting shifts in forecast accuracy
Chiu, Ching Wai Jeremy
;
Hayes, Simon
;
Kapetanios, George
; …
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1596-1612
Persistent link: https://www.econbiz.de/10012305469
Saved in:
9
Forecasting systemic impact in financial networks
Hautsch, Nikolaus
;
Schaumburg, Julia
;
Schienle, Melanie
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 781-794
Persistent link: https://www.econbiz.de/10010515583
Saved in:
10
Forecasting multidimensional tail
risk
at short and long horizons
Polanski, Arnold
;
Stoja, Evarist
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 958-969
Persistent link: https://www.econbiz.de/10011746932
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