Narrow search
Showing 1 - 10 of 1,031
Cover Image
Modelling the absolute returns of different stock indices : exploring the forecastability of an alternative measure of risk
Granger, C. W. J.; Sin, Chor-yiu - In: Journal of forecasting 19 (2000) 4, pp. 277-298
Persistent link: https://www.econbiz.de/10001504616
Cover Image
The data measurement process for UK GNP : stochastic trends, long memory, and unit roots
Patterson, Kerry D. - In: Journal of forecasting 21 (2002) 4, pp. 245-264
Persistent link: https://www.econbiz.de/10001700327
Cover Image
On the difficulty of measuring forecasting skill in financial markets
Satchell, Stephen; Williams, Oliver - In: Journal of forecasting 34 (2015) 2, pp. 92-113
Persistent link: https://www.econbiz.de/10011305307
Cover Image
Forecasting high-frequency risk measures
Banulescu, Denisa; Colletaz, Gilbert; Hurlin, Christophe; … - In: Journal of forecasting 35 (2016) 3, pp. 224-249
Persistent link: https://www.econbiz.de/10011580273
Cover Image
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao; Gerlach, Richard - In: Journal of forecasting 43 (2024) 1, pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Cover Image
Can intraday data improve the joint estimation and prediction of risk measures? : evidence from a variety of realized measures
Wu, Zhimin; Cai, Guanghui - In: Journal of forecasting 43 (2024) 6, pp. 1956-1974
Persistent link: https://www.econbiz.de/10015110344
Cover Image
Measuring the probability of a business cycle turning point by using a multivariate qualitative hidden Markov model
Grégoir, Stéphane; Lenglart, Fabrice - In: Journal of forecasting 19 (2000) 2, pp. 81-102
Persistent link: https://www.econbiz.de/10001464870
Cover Image
Measuring downside risk and severity for global output
Wang, Yan; Yao, James Yudong - In: Journal of forecasting 26 (2007) 1, pp. 23-32
Persistent link: https://www.econbiz.de/10003406089
Cover Image
Semiparametric estimation of expected shortfall and its application in finance
Fang, Yan; Li, Jian; Liu, Yinglin; Zhao, Yunfan - In: Journal of forecasting 42 (2023) 4, pp. 835-851
Persistent link: https://www.econbiz.de/10014292830
Cover Image
Measuring multi-volatility states of financial markets based on multifractal clustering model
Huang, Xun; Tang, Huiyue - In: Journal of forecasting 41 (2022) 3, pp. 422-434
Persistent link: https://www.econbiz.de/10013166151