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Testing for common autocorrelation in data-rich environments
Cubadda, Gianluca; Hecq, Alain W. J. - In: Journal of forecasting 30 (2011) 3, pp. 325-335
Persistent link: https://www.econbiz.de/10009233885
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Benchmark forecast and error modeling
Chen, Zhao-Guo; Wu, Ka Ho - In: Journal of forecasting 36 (2017) 4, pp. 382-394
Persistent link: https://www.econbiz.de/10011860451
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Forecasting volatility with many predictors
Ke, Tsung-han; Hu, Yu-pin - In: Journal of forecasting 32 (2013) 8, pp. 743-754
Persistent link: https://www.econbiz.de/10010344461
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A study of value-at-risk based on M-estimators of the conditional heteroscedastic models
Iqbal, Farhat; Mukherjee, Kanchan - In: Journal of forecasting 31 (2012) 5, pp. 377-390
Persistent link: https://www.econbiz.de/10009582118
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Factor models of stock returns : GARCH errors versus time-varying betas
Koundouri, Phoebe; Kourogenis, Nikolaos; Pittis, Nikitas; … - In: Journal of forecasting 35 (2016) 5, pp. 445-461
Persistent link: https://www.econbiz.de/10011580985
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Competition can help predict sales
Fortsch, Sima M.; Choi, Jeong Hoon; Khapalova, Elena A. - In: Journal of forecasting 41 (2022) 2, pp. 331-344
Persistent link: https://www.econbiz.de/10012817763
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Forecast accuracy of the linear and nonlinear autoregressive models in macroeconomic modeling
Taiebnia, Ali; Mohammadi, Shapour - In: Journal of forecasting 42 (2023) 8, pp. 2045-2062
Persistent link: https://www.econbiz.de/10014432847
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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
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Testing interval forecasts : a GMM-based approach
Dumitrescu, Elena-Ivona; Hurlin, Christophe; Madkour, Jaouad - In: Journal of forecasting 32 (2013) 2, pp. 97-110
Persistent link: https://www.econbiz.de/10009758695
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Moment tests for density forecast evaluation in the presence of parameter estimation uncertainty
Chen, Yi-ting - In: Journal of forecasting 30 (2011) 4, pp. 409-450
Persistent link: https://www.econbiz.de/10009234516