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There are 50523 results for: content related to: Are Analysts' Loss Functions Asymmetric?

  1. Shrinkage-Based Tests of Predictability

    Journal of Forecasting

    Volume 32, Issue 4, July 2013, Pages: 307–332, Pablo Matias Pincheira Brown

    Article first published online : 16 JAN 2012, DOI: 10.1002/for.1270

  2. Prediction from the One-Way Error Components Model with AR(1) Disturbances

    Journal of Forecasting

    Volume 31, Issue 7, November 2012, Pages: 617–638, Eugene Kouassi, Joel Sango, J.M. Bosson Brou, Francis N. Teubissi and Kern O. Kymn

    Article first published online : 6 APR 2011, DOI: 10.1002/for.1233

  3. The Realised–Implied Volatility Relationship: Recent Empirical Evidence from FTSE-100 Stocks

    Journal of Forecasting

    Volume 31, Issue 7, November 2012, Pages: 639–660, John F. Garvey and Liam A. Gallagher

    Article first published online : 30 DEC 2011, DOI: 10.1002/for.1244

  4. Forecasting Monetary Policy Decisions in Australia: A Forecast Combinations Approach

    Journal of Forecasting

    Volume 32, Issue 2, March 2013, Pages: 151–166, Andrey Vasnev, Margaret Skirtun and Laurent Pauwels

    Article first published online : 5 DEC 2011, DOI: 10.1002/for.1261

  5. Testing Interval Forecasts: A GMM-Based Approach

    Journal of Forecasting

    Volume 32, Issue 2, March 2013, Pages: 97–110, Elena-Ivona Dumitrescu, Christophe Hurlin and Jaouad Madkour

    Article first published online : 28 NOV 2011, DOI: 10.1002/for.1260

  6. Break Detectability and Mean Square Forecast Error Ratios for Selecting Estimation Windows

    Journal of Forecasting

    Volume 31, Issue 8, December 2012, Pages: 688–705, Hildegart A. Ahumada

    Article first published online : 21 JUL 2011, DOI: 10.1002/for.1240

  7. Space-Time Model versus VAR Model: Forecasting Electricity demand in Japan

    Journal of Forecasting

    Volume 32, Issue 1, January 2013, Pages: 75–85, Yoshihiro Ohtsuka and Kazuhiko Kakamu

    Article first published online : 9 NOV 2011, DOI: 10.1002/for.1255

  8. Forecasting Temperature Indices Density with Time-Varying Long-Memory Models

    Journal of Forecasting

    Volume 32, Issue 4, July 2013, Pages: 339–352, Massimiliano Caporin and Juliusz Preś

    Article first published online : 30 DEC 2011, DOI: 10.1002/for.1272

  9. Generalised Estimators for Seasonal Forecasting by Combining Grouping with Shrinkage Approaches

    Journal of Forecasting

    Volume 32, Issue 2, March 2013, Pages: 137–150, Kui Zhang, Huijing Chen, John Boylan and Philip Scarf

    Article first published online : 9 OCT 2011, DOI: 10.1002/for.1254

  10. Forecast Evaluation of Nonlinear Models: The Case of Long-Span Real Exchange Rates

    Journal of Forecasting

    Volume 31, Issue 7, November 2012, Pages: 580–595, Efthymios G. Pavlidis, Ivan Paya and David A. Peel

    Article first published online : 19 SEP 2011, DOI: 10.1002/for.1247

  11. Prediction in the Random Effects Model with MA (q) Remainder Disturbances

    Journal of Forecasting

    Volume 32, Issue 4, July 2013, Pages: 333–338, Badi H. Baltagi and Long Liu

    Article first published online : 23 DEC 2011, DOI: 10.1002/for.1271

  12. Density Forecasting with Time-Varying Higher Moments: A Model Confidence Set Approach

    Journal of Forecasting

    Volume 32, Issue 1, January 2013, Pages: 19–31, Anders Wilhelmsson

    Article first published online : 19 SEP 2011, DOI: 10.1002/for.1246

  13. Combining Economic Forecasts by Using a Maximum Entropy Econometric Approach

    Journal of Forecasting

    Volume 32, Issue 2, March 2013, Pages: 124–136, Blanca Moreno and Ana Jesús López

    Article first published online : 9 OCT 2011, DOI: 10.1002/for.1257

  14. Improving Hull and White's Method of Estimating Portfolio Value-at-Risk

    Journal of Forecasting

    Volume 31, Issue 8, December 2012, Pages: 706–720, Chang-Cheng Changchien, Chu-Hsiung Lin and Hsien-Chueh Peter Yang

    Article first published online : 3 AUG 2011, DOI: 10.1002/for.1241

  15. Nowcasting with Google Trends in an Emerging Market

    Journal of Forecasting

    Volume 32, Issue 4, July 2013, Pages: 289–298, Yan Carrière-Swallow and Felipe Labbé

    Article first published online : 20 NOV 2011, DOI: 10.1002/for.1252

  16. Modeling and Forecasting the Yield Curve by an Extended Nelson-Siegel Class of Models: A Quantile Autoregression Approach

    Journal of Forecasting

    Volume 32, Issue 2, March 2013, Pages: 111–123, Rafael B. de Rezende and Mauro S. Ferreira

    Article first published online : 20 NOV 2011, DOI: 10.1002/for.1256

  17. Global Capital Flows, Time-Varying Fundamentals and Transitional Exchange Rate Dynamics

    Journal of Forecasting

    Volume 32, Issue 3, April 2013, Pages: 247–255, Suleyman H. Kal

    Article first published online : 30 DEC 2011, DOI: 10.1002/for.1267

  18. Twisting the Dollar? On the Consistency of Short-Run and Long-Run Exchange Rate Expectations

    Journal of Forecasting

    Volume 31, Issue 7, November 2012, Pages: 596–616, Michael Frenkel, Jan-Christoph Rülke and Georg Stadtmann

    Article first published online : 10 JUL 2011, DOI: 10.1002/for.1238

  19. Optimal Hedge Ratio Estimation and Effectiveness Using ARCD

    Journal of Forecasting

    Volume 32, Issue 1, January 2013, Pages: 41–50, Eleftheria Kostika and Raphael N. Markellos

    Article first published online : 23 JAN 2012, DOI: 10.1002/for.1249

  20. Using CAViaR Models with Implied Volatility for Value-at-Risk Estimation

    Journal of Forecasting

    Volume 32, Issue 1, January 2013, Pages: 62–74, Jooyoung Jeon and James W. Taylor

    Article first published online : 27 OCT 2011, DOI: 10.1002/for.1251