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There are 23220 results for: content related to: A Study of Value-at-Risk Based on M-Estimators of the Conditional Heteroscedastic Models

  1. 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

    Article first published online : 16 MAR 2011, DOI: 10.1002/for.1230

  2. 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

    Article first published online : 20 FEB 2011, DOI: 10.1002/for.1214

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

    Journal of Forecasting

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

    Article first published online : 13 MAR 2011, DOI: 10.1002/for.1229

  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

    Article first published 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

    Article first published online : 14 NOV 2010, DOI: 10.1002/for.1201

  6. Adaptive modelling and forecasting of offshore wind power fluctuations with Markov-switching autoregressive models

    Journal of Forecasting

    Volume 31, Issue 4, July 2012, Pages: 281–313, Pierre Pinson and Henrik Madsen

    Article first published online : 10 SEP 2010, DOI: 10.1002/for.1194

  7. 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

    Article first published online : 13 MAR 2011, DOI: 10.1002/for.1222

  8. 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

    Article first published online : 26 JAN 2011, DOI: 10.1002/for.1210

  9. 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

    Article first published online : 9 MAR 2011, DOI: 10.1002/for.1220

  10. 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

    Article first published online : 17 JAN 2011, DOI: 10.1002/for.1209

  11. Forecasting Hourly Peak Call Volume for a Rural Electric Cooperative Call Center

    Journal of Forecasting

    Volume 31, Issue 4, July 2012, Pages: 314–329, Taeyoon Kim, Phil Kenkel and B. Wade Brorsen

    Article first published online : 2 MAR 2011, DOI: 10.1002/for.1226

  12. 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

    Article first published online : 26 MAY 2011, DOI: 10.1002/for.1237

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    Thermo-evaporative fluxes from heterogeneous porous surfaces resolved by infrared thermography

    Water Resources Research

    Volume 46, Issue 9, September 2010, Ebrahim Shahraeeni and Dani Or

    Article first published online : 9 SEP 2010, DOI: 10.1029/2009WR008455

  14. 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

    Article first published online : 16 FEB 2011, DOI: 10.1002/for.1206

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    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

    Article first published online : 30 DEC 2005, DOI: 10.1029/2004GB002332

  16. The Role of Financial Variables in predicting economic activity

    Journal of Forecasting

    Volume 31, Issue 1, January 2012, Pages: 15–46, Raphael Espinoza, Fabio Fornari and Marco J. Lombardi

    Article first published online : 14 FEB 2011, DOI: 10.1002/for.1212

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    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

    Article first published online : 30 JAN 2010, DOI: 10.1029/2008WR007620

  18. Semiparametric forecast intervals

    Journal of Forecasting

    Volume 31, Issue 3, April 2012, Pages: 189–228, Jason J. Wu

    Article first published online : 25 MAY 2010, DOI: 10.1002/for.1185

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    Estimating time trends in Gumbel-distributed data by means of generalized linear models

    Water Resources Research

    Volume 38, Issue 7, July 2002, Pages: 16-1–16-11, Robin T. Clarke

    Article first published online : 23 JUL 2002, DOI: 10.1029/2001WR000917

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    Temperature dependence of the water retention curve for dry soils

    Water Resources Research

    Volume 47, Issue 3, March 2011, M. Schneider and K.-U. Goss

    Article first published online : 5 MAR 2011, DOI: 10.1029/2010WR009687