Narrow search
Showing 1 - 10 of 151
Cover Image
A quantile regression neural network approach to estimating the conditional density of multiperiod returns
Taylor, James W. - In: Journal of forecasting 19 (2000) 4, pp. 299-311
Persistent link: https://www.econbiz.de/10001504631
Cover Image
Predictable return distributions
Pedersen, Thomas Q. - In: Journal of forecasting 34 (2015) 2, pp. 114-132
Persistent link: https://www.econbiz.de/10011305289
Cover Image
Disciplining growth-at-risk models with survey of professional forecasters and Bayesian quantile regression
Szabo, Milan - In: Journal of forecasting 43 (2024) 6, pp. 1975-1981
Persistent link: https://www.econbiz.de/10015110346
Cover Image
Modeling the relation between the US real economy and the corporate bond-yield spread in Bayesian VARs with non-Gaussian innovations
Kiss, Tamás; Mazur, Stepan; Nguyen, Hoang; Österholm, Pär - In: Journal of forecasting 42 (2023) 2, pp. 347-368
Persistent link: https://www.econbiz.de/10014292181
Cover Image
Vine copula-based scenario tree generation approaches for portfolio optimization
He, Xiaolei; Zhang, Weiguo - In: Journal of forecasting 43 (2024) 6, pp. 1936-1955
Persistent link: https://www.econbiz.de/10015110342
Cover Image
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus; Yang, Hanlin - In: Journal of forecasting 42 (2023) 8, pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
Cover Image
Special issue on density forecasting in economics and finance
Timmermann, Allan (contributor) - 2000
Persistent link: https://www.econbiz.de/10001504591
Cover Image
Density forecasting : a survey
Tay, Anthony S. A.; Wallis, Kenneth Frank - In: Journal of forecasting 19 (2000) 4, pp. 235-254
Persistent link: https://www.econbiz.de/10001504601
Cover Image
Conditional density and value-at-risk prediction of Asian currency exchange rates
Mittnik, Stefan; Paolella, Marc S. - In: Journal of forecasting 19 (2000) 4, pp. 313-333
Persistent link: https://www.econbiz.de/10001504659
Cover Image
Forcasting time-dependent conditional densities : a semi-non-parametric neural network approach
Schittenkopf, Christian; Dorffner, Georg; Dockner, … - In: Journal of forecasting 19 (2000) 4, pp. 355-374
Persistent link: https://www.econbiz.de/10001504677