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An evaluation of tests of distributional forecasts
Noceti, Pablo; Smith, Jeremy; Hodges, Stewart - In: Journal of forecasting 22 (2003) 6, pp. 447-456
Persistent link: https://www.econbiz.de/10006885098
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On SETAR non-linearity and forecasting
Clements, Michael P.; Franses, Philip Hans; Smith, Jeremy; … - In: Journal of forecasting 22 (2003) 5, pp. 359-376
Persistent link: https://www.econbiz.de/10006887467
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Evaluating the forecast densities of linear and non-linear models : applications to output growth and unemployment
Clements, Michael P.; Smith, Jeremy - In: Journal of forecasting 19 (2000) 4, pp. 255-276
Persistent link: https://www.econbiz.de/10001504605
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An evaluation of tests of distributional forecasts
Noceti, Pablo; Smith, Jeremy; Hodges, Stewart D. - In: Journal of forecasting 22 (2003) 6/7, pp. 447-455
Persistent link: https://www.econbiz.de/10001836448
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On SETAR non-linearity and forecasting
Clements, Michael P.; Franses, Philip Hans; Smith, Jeremy; … - In: Journal of forecasting 22 (2003) 5, pp. 359-375
Persistent link: https://www.econbiz.de/10001781684
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International Evidence on GFC‐Robust Forecasts for Risk Management under the Basel Accord
McAleer, Michael; Jiménez‐Martín, Juan‐Ángel; … - In: Journal of forecasting 32 (2013) 3, pp. 267-288
Persistent link: https://www.econbiz.de/10010095340
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Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model
Mcaleer, Michael; da Veiga, Bernardo - In: Journal of forecasting 27 (2008) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10007904333
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Scalar BEKK and indirect DCC
Caporin, Massimiliano; Mcaleer, Michael - In: Journal of forecasting 27 (2008) 6, pp. 537
Persistent link: https://www.econbiz.de/10008098623
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Single-index and portfolio models for forecasting value-at-risk thresholds
Mcaleer, Michael; da Veiga, Bernardo - In: Journal of forecasting 27 (2008) 3, pp. 217-236
Persistent link: https://www.econbiz.de/10007993284
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International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael; Jiménez-Martín, Juan-Ángel; Pérez … - In: Journal of forecasting 32 (2013) 3, pp. 267-288
Persistent link: https://www.econbiz.de/10009758640