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Modeling uncertainty in financial tail risk : a forecast combination and weighted quantile approach
Storti, Giuseppe; Wang, Chao - In: Journal of forecasting 42 (2023) 7, pp. 1648-1663
Persistent link: https://www.econbiz.de/10014432743
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Volatility forecasting via MIDAS, HAR and their combination : an empirical comparative study for IBOVESPA
Santos, Douglas Gomes dos; Ziegelmann, Flávio A. - In: Journal of forecasting 33 (2014) 4, pp. 284-299
Persistent link: https://www.econbiz.de/10010425741
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A quantile regression approach to equity premium prediction
Meligkotsidou, Loukia; Panopulu, Aikaterinē; Vrontos, … - In: Journal of forecasting 33 (2014) 7, pp. 558-576
Persistent link: https://www.econbiz.de/10011282859
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Predicting the distribution of stock returns : model formulation, statistical evaluation, VaR analysis and economic significance
Massacci, Daniele - In: Journal of forecasting 34 (2015) 3, pp. 191-208
Persistent link: https://www.econbiz.de/10011305266
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Model uncertainty and forecast combination in high-dimensional multivariate volatility prediction
Amendola, Alessandra; Storti, Giuseppe - In: Journal of forecasting 34 (2015) 2, pp. 83-91
Persistent link: https://www.econbiz.de/10011305317
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Forecasting errors, directional accuracy and profitability of currency trading : the case of EUR/USD exchange rate
Costantini, Mauro; Crespo Cuaresma, Jesús; Hlouskova, … - In: Journal of forecasting 35 (2016) 7, pp. 652-668
Persistent link: https://www.econbiz.de/10011610301
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Forecast combination puzzle in the HAR model
Clements, Adam; Vasnev, Andrey L - In: Journal of forecasting 43 (2024) 1, pp. 118-137
Persistent link: https://www.econbiz.de/10014443188
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Combine to compete : improving fiscal forecast accuracy over time
Carabotta, Laura; Claeys, Peter - In: Journal of forecasting 43 (2024) 4, pp. 948-982
Persistent link: https://www.econbiz.de/10014554054
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Forecasting inflation time series using score-driven dynamic models and combination methods : the case of Brazil
Castro, Carlos Henrique Dias Cordeiro de; Aiube, … - In: Journal of forecasting 42 (2023) 2, pp. 369-401
Persistent link: https://www.econbiz.de/10014292183
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Shapley-value-based forecast combination
Franses, Philip Hans; Zou, Jiahui; Wang, Wendun - In: Journal of forecasting 43 (2024) 8, pp. 3194-3202
Persistent link: https://www.econbiz.de/10015110622