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Evaluation and Combination of Conditional Quantile Forecasts
Giacomini, Raffaella; Komunjer, Ivana - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 4, pp. 416-431
Persistent link: https://www.econbiz.de/10008223082
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How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?
Carriero, Andrea; Giacomini, Raffaella - In: Journal of econometrics 164 (2011) 1, pp. 21-35
Persistent link: https://www.econbiz.de/10009178485
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Forecast comparisons in unstable environments
Giacomini, Raffaella; Rossi, Barbara - In: Journal of applied econometrics 25 (2010) 4, pp. 595-621
Persistent link: https://www.econbiz.de/10008412212