carneym's forecasting [9 articles] Export

Recent papers added to carneym's library classified by the tag forecasting. You can also see everyone's forecasting.

	Predicting daily probability distributions of S&P500 returns [My Copy] Journal of Forecasting, Vol. 19, No. 4. (July 2000) by Andreas S. Weigend, Shanming Shi posted to forecasting by carneym on 2005-05-05 10:18:54 as
	Modelling the absolute returns of different stock indices: Exploring the forecastability of an alternative measure of risk [My Copy] Journal of Forecasting, Vol. 19, No. 4. (July 2000) by Clive W. J. Granger, Chor-Yiu Sin posted to forecasting by carneym on 2005-05-05 10:17:51 as
	Kernel-based multistep-ahead predictions of the US short-term interest rate [My Copy] Journal of Forecasting, Vol. 19, No. 4. (July 2000) by Jan G. D. De Gooijer, Dawit Zerom posted to forecasting by carneym on 2005-05-05 10:08:33 as
	Forecasting time-dependent conditional densities: A semi-nonparametric neural network approach [My Copy] Journal of Forecasting, Vol. 19, No. 4. (July 2000) by Christian Schittenkopf, Georg Dorffner, Engelbert J. Dockner posted to forecasting mdn by carneym on 2005-05-05 10:07:25 as
	Evaluating the forecast densities of linear and non-linear models: Applications to output growth and unemployment [My Copy] Journal of Forecasting, Vol. 19, No. 4. (July 2000) by Michael P. Clements, Jeremy Smith posted to evaluation forecasting by carneym on 2005-05-05 10:00:01 as
	Editorial: Density forecasting in economics and finance [My Copy] Journal of Forecasting, Vol. 19, No. 4. (July 2000) by Allan Timmermann posted to forecasting by carneym on 2005-05-05 09:56:36 as
	Denisty forecasting: A survey [My Copy] Journal of Forecasting, Vol. 19, No. 4. (July 2000) by Anthony S. Tay, Kenneth F. Wallis posted to forecasting macroeconomic by carneym on 2005-05-05 09:55:44 as
	Conditional density and value-at-risk prediction of Asian currency exchange rates [My Copy] Journal of Forecasting, Vol. 19, No. 4. (July 2000) by Stefan Mittnik, Marc S. Paolella edited by Weigend posted to forecasting by carneym on 2005-05-05 09:51:58 as along with 1 person DOI
	A quantile regression neural network approach to estimating the conditional density of multiperiod returns [My Copy] Journal of Forecasting, Vol. 19, No. 4., 299. by J. Taylor edited by Weigend posted to forecasting quantile by carneym on 2005-05-05 09:48:13 as

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surf	26
applications	13
options	11
finance	10
forecasting	9
evaluation	8
pit	8
probability	2
quantile	2
boosting	1
ensemble	1
inverse	1
legal	1
macroeconomic	1
mdn	1
merger	1
problem	1

carneym's forecasting [9 articles] Export

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