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Volume 19; Issue 4
Main
Journal of Forecasting
Volume 19; Issue 4
Journal of Forecasting
Volume 19; Issue 4
1
Density forecasting in economics and finance
Allan Timmermann
Journal:
Journal of Forecasting
Year:
2000
Language:
english
File:
PDF, 45 KB
Your tags:
english, 2000
2
Density forecasting: a survey
Anthony S. Tay
,
Kenneth F. Wallis
Journal:
Journal of Forecasting
Year:
2000
Language:
english
File:
PDF, 166 KB
Your tags:
english, 2000
3
Evaluating the forecast densities of linear and non-linear models: applications to output growth and unemployment
Michael P. Clements
,
Jeremy Smith
Journal:
Journal of Forecasting
Year:
2000
Language:
english
File:
PDF, 218 KB
Your tags:
english, 2000
4
Modelling the absolute returns of different stock indices: exploring the forecastability of an alternative measure of risk
Clive W. J. Granger
,
Chor-Yiu Sin
Journal:
Journal of Forecasting
Year:
2000
Language:
english
File:
PDF, 1.33 MB
Your tags:
english, 2000
5
A quantile regression neural network approach to estimating the conditional density of multiperiod returns
James W. Taylor
Journal:
Journal of Forecasting
Year:
2000
Language:
english
File:
PDF, 106 KB
Your tags:
english, 2000
6
Conditional density and value-at-risk prediction of Asian currency exchange rates
Stefan Mittnik
,
Marc S. Paolella
Journal:
Journal of Forecasting
Year:
2000
Language:
english
File:
PDF, 349 KB
Your tags:
english, 2000
7
Kernel-based multistep-ahead predictions of the US short-term interest rate
Jan G. De Gooijer
,
Dawit Zerom
Journal:
Journal of Forecasting
Year:
2000
Language:
english
File:
PDF, 164 KB
Your tags:
english, 2000
8
Forecasting time-dependent conditional densities: a semi non-parametric neural network approach
Christian Schittenkopf
,
Georg Dorffner
,
Engelbert J. Dockner
Journal:
Journal of Forecasting
Year:
2000
Language:
english
File:
PDF, 195 KB
Your tags:
english, 2000
9
Predicting daily probability distributions of S&P500 returns
Andreas S. Weigend
,
Shanming Shi
Journal:
Journal of Forecasting
Year:
2000
Language:
english
File:
PDF, 246 KB
Your tags:
english, 2000
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