Narrow search
Showing 1 - 10 of 159
Cover Image
Bayesian analysis of Vector ARMA models using Gibbs sampling
Ravishanker, Nalini - In: Journal of forecasting 16 (1997) 3, pp. 177-194
Persistent link: https://www.econbiz.de/10001227335
Cover Image
Multiple hypothesis testing of market risk forecasting models
Esposito, Francesco P.; Cummins, Mark - In: Journal of forecasting 35 (2016) 5, pp. 381-399
Persistent link: https://www.econbiz.de/10011580778
Cover Image
Backtesting value‐at‐risk : a generalized Markov test
Pajhede, Thor - In: Journal of forecasting 36 (2017) 5, pp. 597-613
Persistent link: https://www.econbiz.de/10011860704
Cover Image
Forecasting forward defaults with the discrete-time hazard model
Hwang, Ruey-ching; Chu, Chih-kang - In: Journal of forecasting 33 (2014) 2, pp. 108-123
Persistent link: https://www.econbiz.de/10010424865
Cover Image
Bankruptcy predition using a discrete-time duration model incorporating temporal and macroeconomic dependencies
Nam, Chae Woo; Kim, Tong Suk; Park, Nam Jung; Lee, Hoe-kyung - In: Journal of forecasting 27 (2008) 6, pp. 493-506
Persistent link: https://www.econbiz.de/10003761663
Cover Image
Bayesian analysis of asymmetric stochastic conditional duration model
Men, Zhongxian; Kolkiewicz, Adam W.; Wirjanto, Tony S. - In: Journal of forecasting 34 (2015) 1, pp. 36-56
Persistent link: https://www.econbiz.de/10011305352
Cover Image
Early warning with calibrated and sharper probabilistic forecasts
Machete, Reason L. - In: Journal of forecasting 32 (2013) 5, pp. 452-468
Persistent link: https://www.econbiz.de/10009788808
Cover Image
Forecast combination and Bayesian model averaging : a prior sensitivity analysis
Feldkircher, Martin - In: Journal of forecasting 31 (2012) 4, pp. 361-376
Persistent link: https://www.econbiz.de/10009576368
Cover Image
Evaluating probability forecasts in terms of refinement and strictly proper scoring rules
Krämer, Walter - In: Journal of forecasting 25 (2006) 3, pp. 223-226
Persistent link: https://www.econbiz.de/10003318082
Cover Image
Forecasting latent volatility through a Markov chain approximation filter
Lo, Chia Chun; Skindilias, Konstantinos; … - In: Journal of forecasting 35 (2016) 1, pp. 54-69
Persistent link: https://www.econbiz.de/10011417712