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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 quantile regression approach to estimating the distribution of multiperiod returns
Taylor, James W. - In: The journal of derivatives : the official publication … 7 (1999) 1, pp. 64-78
Persistent link: https://www.econbiz.de/10001432473
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Density forecasting of intraday call center arrivals using models based on exponential smoothing
Taylor, James W. - In: Management science : journal of the Institute for … 58 (2012) 3, pp. 534-549
Persistent link: https://www.econbiz.de/10009525268
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Forecasting electricity smart meter data using conditional kernel density estimation
Arora, Siddarth; Taylor, James W. - In: Omega : the international journal of management science 59 (2016), pp. 47-59
Persistent link: https://www.econbiz.de/10011439737
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Short-term density forecasting of wave energy using ARMA-GARCH models and kernel density estimation
Jeon, Jooyoung; Taylor, James W. - In: International journal of forecasting 32 (2016) 3, pp. 991-1004
Persistent link: https://www.econbiz.de/10011621973
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Forecasting value at risk and expected shortfall using a semiparametric approach based on the asymmetric laplace distribution
Taylor, James W. - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 1, pp. 121-133
Persistent link: https://www.econbiz.de/10012176554
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A strategic predictive distribution for tests of probabilistic calibration
Taylor, James W. - In: International journal of forecasting 36 (2020) 4, pp. 1380-1388
Persistent link: https://www.econbiz.de/10012546789
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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