Search Results

There are 176491 results for: content related to: A Study of Value-at-Risk Based on M-Estimators of the Conditional Heteroscedastic Models

  1. Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis

    Journal of Forecasting

    Volume 31, Issue 8, December 2012, Pages: 661–687, Cathy W.S. Chen, Richard Gerlach, Edward M. H.  Lin and W. C. W. Lee

    Version of Record online : 26 MAY 2011, DOI: 10.1002/for.1237

  2. The Effect of Estimating Parameters on Long-Term Forecasts for Cointegrated Systems

    Journal of Forecasting

    Volume 31, Issue 4, July 2012, Pages: 344–360, Hiroaki Chigira and Taku Yamamoto

    Version of Record online : 16 MAR 2011, DOI: 10.1002/for.1230

  3. A latent variable approach to forecasting the unemployment rate

    Journal of Forecasting

    Volume 31, Issue 3, April 2012, Pages: 229–244, Chew Lian Chua, G. C. Lim and Sarantis Tsiaplias

    Version of Record online : 26 JAN 2011, DOI: 10.1002/for.1210

  4. The Volatility and Density Prediction Performance of Alternative GARCH Models

    Journal of Forecasting

    Volume 31, Issue 2, March 2012, Pages: 157–171, Teng-Hao Huang and Yaw-Huei Wang

    Version of Record online : 28 JAN 2011, DOI: 10.1002/for.1217

  5. Predicting the Direction of the Fed's Target Rate

    Journal of Forecasting

    Volume 31, Issue 1, January 2012, Pages: 47–67, Heikki Kauppi

    Version of Record online : 14 NOV 2010, DOI: 10.1002/for.1201

  6. Forecasting Stock Market Volatility in Central and Eastern European Countries

    Journal of Forecasting

    Volume 31, Issue 6, September 2012, Pages: 490–503, Barry Harrison and Winston Moore

    Version of Record online : 20 FEB 2011, DOI: 10.1002/for.1214

  7. Do Long-Run Theory Restrictions Help in Forecasting?

    Journal of Forecasting

    Volume 31, Issue 5, August 2012, Pages: 401–422, S. Mahdi Barakchian

    Version of Record online : 13 MAR 2011, DOI: 10.1002/for.1229

  8. Signal Extraction and Forecasting of the UK Tourism Income Time Series: A Singular Spectrum Analysis Approach

    Journal of Forecasting

    Volume 31, Issue 5, August 2012, Pages: 391–400, Christina Beneki, Bruno Eeckels and Costas Leon

    Version of Record online : 9 MAR 2011, DOI: 10.1002/for.1220

  9. You have free access to this content
    A Bayesian approach for inverse modeling, data assimilation, and conditional simulation of spatial random fields

    Water Resources Research

    Volume 46, Issue 10, October 2010, Yoram Rubin, Xingyuan Chen, Haruko Murakami and Melanie Hahn

    Version of Record online : 6 OCT 2010, DOI: 10.1029/2009WR008799

  10. Business Cycle Forecasts and their Implications for High Frequency Stock Market Returns

    Journal of Forecasting

    Volume 31, Issue 1, January 2012, Pages: 1–14, Horst Entorf, Anne Gross and Christian Steiner

    Version of Record online : 16 FEB 2011, DOI: 10.1002/for.1206

  11. You have free access to this content
    Wavelet-based multiresolution analysis of Wivenhoe Dam water temperatures

    Water Resources Research

    Volume 47, Issue 5, May 2011, D. B. Percival, S. M. Lennox, Y.-G. Wang and R. E. Darnell

    Version of Record online : 28 MAY 2011, DOI: 10.1029/2010WR009657

  12. You have free access to this content
    Improved understanding and prediction of the hydrologic response of highly urbanized catchments through development of the Illinois Urban Hydrologic Model

    Water Resources Research

    Volume 47, Issue 8, August 2011, Joshua Cantone and Arthur Schmidt

    Version of Record online : 31 AUG 2011, DOI: 10.1029/2010WR009330

  13. A mixture-distribution factor model for multivariate outliers

    The Econometrics Journal

    Volume 10, Issue 3, November 2007, Pages: 605–636, Iliyan Georgiev

    Version of Record online : 25 OCT 2007, DOI: 10.1111/j.1368-423X.2007.00224.x

  14. You have free access to this content
    Flow resistance in steep streams: An experimental study

    Water Resources Research

    Volume 46, Issue 9, September 2010, André Zimmermann

    Version of Record online : 28 SEP 2010, DOI: 10.1029/2009WR007913

  15. You have free access to this content
    How much improvement can precipitation data fusion achieve with a Multiscale Kalman Smoother-based framework?

    Water Resources Research

    Volume 47, Issue 3, March 2011, Shugong Wang, Xu Liang and Zhuotong Nan

    Version of Record online : 30 AUG 2011, DOI: 10.1029/2010WR009953

  16. You have free access to this content
    Reliability of N flux rates estimated from 15N enrichment and dilution experiments in aquatic systems

    Global Biogeochemical Cycles

    Volume 19, Issue 4, December 2005, Marc Elskens, Willy Baeyens, Natacha Brion, Sandra De Galan, Leo Goeyens and Anouk de Brauwere

    Version of Record online : 30 DEC 2005, DOI: 10.1029/2004GB002332

  17. You have free access to this content
    Information gap analysis of flood model uncertainties and regional frequency analysis

    Water Resources Research

    Volume 46, Issue 1, January 2010, Daniel Hine and Jim W. Hall

    Version of Record online : 30 JAN 2010, DOI: 10.1029/2008WR007620

  18. Parameter Space Restrictions in State Space Models

    Journal of Forecasting

    Volume 31, Issue 2, March 2012, Pages: 109–123, Duk Bin Jun, Dong Soo Kim, Sungho Park and Myoung Hwan Park

    Version of Record online : 17 JAN 2011, DOI: 10.1002/for.1209

  19. You have free access to this content
    Extreme value statistics of snowfall in the Swiss Alpine region

    Water Resources Research

    Volume 45, Issue 5, May 2009, J. Blanchet, C. Marty and M. Lehning

    Version of Record online : 23 MAY 2009, DOI: 10.1029/2009WR007916

  20. Daily FX Volatility Forecasts: Can the GARCH(1,1) Model be Beaten using High-Frequency Data?

    Journal of Forecasting

    Volume 31, Issue 4, July 2012, Pages: 330–343, David G. Mcmillan and Alan E. H. Speight

    Version of Record online : 13 MAR 2011, DOI: 10.1002/for.1222