Quantile estimators with orthogonal pinball loss function.
- Published in:
- Journal of Forecasting, 2018, v. 37, n. 3, p. 401, doi. 10.1002/for.2510
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- Publication type:
- Article
Works matching IS 02776693 AND DT 2018 AND VI 37 AND IP 3
Results: 12
1
2
Volatility spillover from the US to international stock markets: A heterogeneous volatility spillover GARCH model.
- Published in:
- Journal of Forecasting, 2018, v. 37, n. 3, p. 385, doi. 10.1002/for.2509
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- Publication type:
- Article
3
Modeling European industrial production with multivariate singular spectrum analysis: A cross‐industry analysis.
- Published in:
- Journal of Forecasting, 2018, v. 37, n. 3, p. 371, doi. 10.1002/for.2508
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- Publication type:
- Article
4
New evidence on the robust identification of news shocks: Role of revisions in utilization‐adjusted TFP series and term structure data.
- Published in:
- Journal of Forecasting, 2018, v. 37, n. 3, p. 352, doi. 10.1002/for.2507
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- Publication type:
- Article
5
Strategic asset allocation by mixing shrinkage, vine copula and market equilibrium.
- Published in:
- Journal of Forecasting, 2018, v. 37, n. 3, p. 340, doi. 10.1002/for.2506
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- Publication type:
- Article
6
The versatility of spectrum analysis for forecasting financial time series.
- Published in:
- Journal of Forecasting, 2018, v. 37, n. 3, p. 327, doi. 10.1002/for.2504
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- Publication type:
- Article
7
Extracting information shocks from the Bank of England inflation density forecasts.
- Published in:
- Journal of Forecasting, 2018, v. 37, n. 3, p. 316, doi. 10.1002/for.2501
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- Publication type:
- Article
8
Google Trends and the forecasting performance of exchange rate models.
- Published in:
- Journal of Forecasting, 2018, v. 37, n. 3, p. 303, doi. 10.1002/for.2500
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- Publication type:
- Article
9
Methods for backcasting, nowcasting and forecasting using factor‐MIDAS: With an application to Korean GDP.
- Published in:
- Journal of Forecasting, 2018, v. 37, n. 3, p. 281, doi. 10.1002/for.2499
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- Publication type:
- Article
10
Time series forecasting using functional partial least square regression with stochastic volatility, GARCH, and exponential smoothing.
- Published in:
- Journal of Forecasting, 2018, v. 37, n. 3, p. 269, doi. 10.1002/for.2498
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- Publication type:
- Article
11
Issue Information.
- Published in:
- Journal of Forecasting, 2018, v. 37, n. 3, p. 1, doi. 10.1002/for.2492
- Publication type:
- Article
12
Robust forecast aggregation: Fourier L<sub>2</sub>E regression.
- Published in:
- Journal of Forecasting, 2018, v. 37, n. 3, p. 259, doi. 10.1002/for.2489
- By:
- Publication type:
- Article