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Diagnostic tracking and model specification in combined forecasts of UK inflation
De Menezes, Lilian M. - In: Journal of forecasting 12 (1993) 7, pp. 559-572
Persistent link: https://www.econbiz.de/10001152507
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The forecasting performance of a finite mixture regime-switching model for daily electricity prices
Chen, Dipeng; Bunn, Derek W. - In: Journal of forecasting 33 (2014) 5, pp. 364-375
Persistent link: https://www.econbiz.de/10010425623
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Development of a multifunctional sales response model with the diagnostic aid of artificial neural networks
Pantelidaki, Stefania; Bunn, Derek W. - In: Journal of forecasting 24 (2005) 7, pp. 505-521
Persistent link: https://www.econbiz.de/10003199683
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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
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A comparison of temperature density forecasts from GARCH and atmospheric models
Taylor, James W.; Buizza, Roberto - In: Journal of forecasting 23 (2004) 5, pp. 337-355
Persistent link: https://www.econbiz.de/10002194813
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Smooth transition exponential smoothing
Taylor, James W. - In: Journal of forecasting 23 (2004) 6, pp. 385-404
Persistent link: https://www.econbiz.de/10002233157
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Using CAViaR models with implied volatility for value-at-risk estimation
Jeon, Jooyoung; Taylor, James W. - In: Journal of forecasting 32 (2013) 1, pp. 62-74
Persistent link: https://www.econbiz.de/10009758719
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A comparison of methods for forecasting value at risk and expected shortfall of cryptocurrencies
Trucíos, Carlos; Taylor, James W. - In: Journal of forecasting 42 (2023) 4, pp. 989-1007
Persistent link: https://www.econbiz.de/10014292894