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ECONIS (ZBW)
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1
Evaluating the calibration of multi-step-ahead density forecasts using raw moments
Knüppel, Malte
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
2
,
pp. 270-281
Persistent link: https://www.econbiz.de/10011390035
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2
Back to backtesting : integrated backtesting for value-at-risk and expected shortfall in practice
Wehn, Carsten
- In:
The journal of risk model validation
12
(
2018
)
4
,
pp. 17-39
Persistent link: https://www.econbiz.de/10011992015
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3
Multivariate time series model with hierarchical structure for over-dispersed discrete outcomes
Terui, Nobuhiko
;
Ban, Masataka
- In:
Journal of forecasting
33
(
2014
)
5
,
pp. 376-390
Persistent link: https://www.econbiz.de/10010425612
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4
Designing a cumulative sum control chart using generalised Conway-Maxwell-Poisson distribution for monitoring the count data
Mustafa, Fakhar
;
Sherwani, Rehan Ahmad Khan
;
Raza, …
- In:
European journal of industrial engineering : EJIE
18
(
2024
)
5
,
pp. 637-668
Persistent link: https://www.econbiz.de/10015060782
Saved in:
5
On Gaussian Markov processes and Polya processes
Fendick, Kerry
;
Whitt, Ward
- In:
Operations research letters : a journal of INFORMS …
52
(
2024
),
pp. 1-5
Persistent link: https://www.econbiz.de/10015049109
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6
Estimation of health care demand and its implication on income effects of individuals
Kavand, Hossein
;
Voia, Marcel-Christian
- In:
Productivity and Inequality
,
(pp. 275-304)
.
2018
Persistent link: https://www.econbiz.de/10013357180
Saved in:
7
Testing conditional asymmetry : a residual-based approach
Lambert, Philippe
;
Laurent, Sébastien
;
Veredas, David
- In:
Journal of economic dynamics & control
36
(
2012
)
8
,
pp. 1229-1247
Persistent link: https://www.econbiz.de/10009655696
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8
Risk control of mean-reversion time in statistical arbitrage
Yeo, Joongyeub
;
Papanicolaou, George
- In:
Risk and decision analysis
6
(
2017
)
4
,
pp. 263-290
Persistent link: https://www.econbiz.de/10011925104
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9
Models of mortality rates : analysing the
residuals
O'Hare, Colin
;
Li, Youwei
- In:
Applied economics
49
(
2017
)
52
,
pp. 5309-5323
Persistent link: https://www.econbiz.de/10011845132
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10
A hybrid autoregressive integrated moving average-phGMDH model to forecast crude oil price
Sarpong-Streetor, Richard Manu Nana Yaw
;
Rajalingam A/L …
- In:
International Journal of Energy Economics and Policy : IJEEP
9
(
2019
)
5
,
pp. 135-141
Persistent link: https://www.econbiz.de/10012425150
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