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Volatility measures and Value-at-Risk
Bams, Dennis; Blanchard, Gildas; Lehnert, Thorsten - In: International journal of forecasting 33 (2017) 4, pp. 848-863
Persistent link: https://www.econbiz.de/10011746918
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A method for spatial-temporal forecasting with an application to real estate prices
Pace, R. Kelley (contributor) - In: International journal of forecasting 16 (2000) 2, pp. 229-246
Persistent link: https://www.econbiz.de/10001476896
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Regression models for forecasting goals and match results in association football
Goddard, John - In: International journal of forecasting 21 (2005) 2, pp. 331-340
Persistent link: https://www.econbiz.de/10002687956
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Flexible regression models and relative forecast performance
Dahl, Christian M.; Hylleberg, Svend - In: International journal of forecasting 20 (2004) 2, pp. 201-217
Persistent link: https://www.econbiz.de/10002033362
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A fast and scalable ensemble of global models with long memory and data partitioning for the M5 forecasting competition
Bandara, Kasun; Hewamalage, Hansika; Godahewa, Rakshitha; … - In: International journal of forecasting 38 (2022) 4, pp. 1400-1404
Persistent link: https://www.econbiz.de/10014381097
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Blending gradient boosted trees and neural networks for point and probabilistic forecasting of hierarchical time series
Nasios, Ioannis; Vogklis, Konstantinos - In: International journal of forecasting 38 (2022) 4, pp. 1448-1459
Persistent link: https://www.econbiz.de/10014381109
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Mixed frequency models : Bayesian approaches to estimation and prediction
Rodriguez, Abel; Puggioni, Gavino - In: International journal of forecasting 26 (2010) 2, pp. 293-311
Persistent link: https://www.econbiz.de/10003980371
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Predictive densities for models with stochastic regressors and inequality constraints : forecasting local-area wheat yield
Griffiths, William E.; Newton, Lisa S.; O'Donnell, … - In: International journal of forecasting 26 (2010) 2, pp. 397-412
Persistent link: https://www.econbiz.de/10003980399
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Bayesian and non-Bayesian analysis of the seemingly unrelated regression model with Student-t errors, and its application for forecasting
Zellner, Arnold; Ando, Tomohiro - In: International journal of forecasting 26 (2010) 2, pp. 413-434
Persistent link: https://www.econbiz.de/10003980403
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Forecasting with approximate dynamic factor models : the role of non-pervasive shocks
Luciani, Matteo - In: International journal of forecasting 30 (2013) 1, pp. 20-29
Persistent link: https://www.econbiz.de/10010243647