Suchergebnisse

Evaluating quantile-bounded and expectile-bounded interval forecasts

In: International journal of forecasting, Band 37, Heft 2, S. 800-811

ISSN: 0169-2070

A strategic predictive distribution for tests of probabilistic calibration

In: International journal of forecasting, Band 36, Heft 4, S. 1380-1388

ISSN: 0169-2070

Forecast combinations for value at risk and expected shortfall

In: International journal of forecasting, Band 36, Heft 2, S. 428-441

ISSN: 0169-2070

Reply to the discussion of: Exponentially weighted methods for forecasting intraday time series with multiple seasonal cycles

In: International journal of forecasting, Band 26, Heft 4, S. 658-660

ISSN: 0169-2070

Exponentially weighted methods for forecasting intraday time series with multiple seasonal cycles

In: International journal of forecasting, Band 26, Heft 4, S. 627-646

ISSN: 0169-2070

An evaluation of methods for very short-term load forecasting using minute-by-minute British data

In: International journal of forecasting, Band 24, Heft 4, S. 645-658

ISSN: 0169-2070

Exponentially weighted information criteria for selecting among forecasting models

In: International journal of forecasting, Band 24, Heft 3, S. 513-524

ISSN: 0169-2070

Discussion

In: International journal of forecasting, Band 22, Heft 4, S. 671-672

ISSN: 0169-2070

Density forecasting for the efficient balancing of the generation and consumption of electricity

In: International journal of forecasting, Band 22, Heft 4, S. 707-724

ISSN: 0169-2070

Volatility forecasting with smooth transition exponential smoothing

In: International journal of forecasting, Band 20, Heft 2, S. 273-286

ISSN: 0169-2070

Exponential smoothing with a damped multiplicative trend

In: International journal of forecasting, Band 19, Heft 4, S. 715-725

ISSN: 0169-2070

A Comparison of Methods for Forecasting Value-at-Risk and Expected Shortfall of Cryptocurrencies

Comparing probabilistic forecasts of the daily minimum and maximum temperature

In: International journal of forecasting, Band 38, Heft 1, S. 267-281

ISSN: 0169-2070

Forecasting Value-at-Risk and Expected Shortfall of Cryptocurrencies using Combinations based on Jump-Robust and Regime-Switching Models

An approximate long-memory range-based approach for value at risk estimation

In: International journal of forecasting, Band 34, Heft 3, S. 377-388

ISSN: 0169-2070