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There are 17632 results for: content related to: Early Warning with Calibrated and Sharper Probabilistic Forecasts

  1. Augmented Half-Life Estimation Based on High-Frequency Data

    Journal of Forecasting

    Mao-Lung Huang, Shu-Yi Liao and Kuo-Chin Lin

    Article first published online : 11 MAY 2015, DOI: 10.1002/for.2342

  2. The Role of High-Frequency Intra-daily Data, Daily Range and Implied Volatility in Multi-period Value-at-Risk Forecasting

    Journal of Forecasting

    Volume 32, Issue 6, September 2013, Pages: 561–576, Dimitrios P. Louzis, Spyros Xanthopoulos-Sisinis and Apostolos P. Refenes

    Article first published online : 7 JUN 2013, DOI: 10.1002/for.2249

  3. Forecasting the Effects of a Canada–US Currency Union on Output and Prices: A Counterfactual Analysis

    Journal of Forecasting

    Volume 32, Issue 7, November 2013, Pages: 639–653, S. Mahdi Barakchian

    Article first published online : 22 JUL 2013, DOI: 10.1002/for.2259

  4. Predicting Recessions with Factor Linear Dynamic Harmonic Regressions

    Journal of Forecasting

    Volume 32, Issue 6, September 2013, Pages: 481–499, Marcos Bujosa, Antonio García-Ferrer and Aránzazu de Juan

    Article first published online : 9 MAY 2013, DOI: 10.1002/for.2246

  5. Heterogeneous Asymmetric Dynamic Conditional Correlation Model with Stock Return and Range

    Journal of Forecasting

    Volume 32, Issue 5, August 2013, Pages: 469–480, Manabu Asai

    Article first published online : 7 JUN 2013, DOI: 10.1002/for.2252

  6. The Predictive Performance Evaluation of Biased Regression Predictors With Correlated Errors

    Journal of Forecasting

    Issam Dawoud and Selahattin Kaçiranlar

    Article first published online : 18 MAR 2015, DOI: 10.1002/for.2337

  7. Hybrid Forecasting with Estimated Temporally Aggregated Linear Processes

    Journal of Forecasting

    Volume 33, Issue 8, December 2014, Pages: 577–595, Lyudmila Grigoryeva and Juan-Pablo Ortega

    Article first published online : 23 OCT 2014, DOI: 10.1002/for.2308

  8. Forecasting Forward Defaults with the Discrete-Time Hazard Model

    Journal of Forecasting

    Volume 33, Issue 2, March 2014, Pages: 108–123, Ruey-Ching Hwang and Chih-Kang Chu

    Article first published online : 19 DEC 2013, DOI: 10.1002/for.2278

  9. Predicting the Distribution of Stock Returns: Model Formulation, Statistical Evaluation, VaR Analysis and Economic Significance

    Journal of Forecasting

    Volume 34, Issue 3, April 2015, Pages: 191–208, Daniele Massacci

    Article first published online : 24 FEB 2015, DOI: 10.1002/for.2332

  10. Comparing Small- and Large-Scale Models of Multicategory Buying Behavior

    Journal of Forecasting

    Volume 32, Issue 5, August 2013, Pages: 423–434, Harald Hruschka

    Article first published online : 11 JUN 2013, DOI: 10.1002/for.2251

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    Realized Volatility Forecast of Stock Index Under Structural Breaks

    Journal of Forecasting

    Volume 34, Issue 1, January 2015, Pages: 57–82, Ke Yang, Langnan Chen and Fengping Tian

    Article first published online : 28 NOV 2014, DOI: 10.1002/for.2318

  12. Term Structure Forecasting of Government Bond Yields with Latent and Macroeconomic Factors: Do Macroeconomic Factors Imply Better Out-of-Sample Forecasts?

    Journal of Forecasting

    Volume 32, Issue 8, December 2013, Pages: 702–723, Wali Ullah, Yoshihiko Tsukuda and Yasumasa Matsuda

    Article first published online : 22 JUL 2013, DOI: 10.1002/for.2266

  13. Prediction in an Unbalanced Nested Error Components Panel Data Model

    Journal of Forecasting

    Volume 32, Issue 8, December 2013, Pages: 755–768, Badi H. Baltagi and Alain Pirotte

    Article first published online : 22 JUL 2013, DOI: 10.1002/for.2272

  14. Estimating and Predicting the General Random Effects Model

    Journal of Forecasting

    Volume 33, Issue 4, July 2014, Pages: 270–283, Eugene Kouassi, Alain Constant Kamdem, Mbodja Mougoué and Jean Marcelin Bosson Brou

    Article first published online : 9 MAY 2014, DOI: 10.1002/for.2283

  15. Direction-of-Change Financial Time Series Forecasting using a Similarity-Based Classification Model

    Journal of Forecasting

    Volume 32, Issue 5, August 2013, Pages: 409–422, Andrew Skabar

    Article first published online : 7 JUN 2013, DOI: 10.1002/for.2247

  16. Multivariate Time Series Model with Hierarchical Structure for Over-Dispersed Discrete Outcomes

    Journal of Forecasting

    Volume 33, Issue 5, August 2014, Pages: 376–390, Nobuhiko Terui and Masataka Ban

    Article first published online : 23 MAY 2014, DOI: 10.1002/for.2301

  17. Building Scenarios of Multiple Time Series that Take into Account the Effects of an Expected Intervention

    Journal of Forecasting

    Volume 33, Issue 1, January 2014, Pages: 32–46, Víctor M. Guerrero, Eliud Silva and Nicolás Gómez

    Article first published online : 28 NOV 2013, DOI: 10.1002/for.2271

  18. Long-Run and Cyclical Dynamics in the US Stock Market

    Journal of Forecasting

    Volume 33, Issue 2, March 2014, Pages: 147–161, Guglielmo Maria Caporale and Luis Gil-Alana

    Article first published online : 28 DEC 2013, DOI: 10.1002/for.2282

  19. A Multiplicative Error Model with Heterogeneous Components for Forecasting Realized Volatility

    Journal of Forecasting

    Volume 34, Issue 3, April 2015, Pages: 209–219, Heejoon Han, Myung D. Park and Shen Zhang

    Article first published online : 12 FEB 2015, DOI: 10.1002/for.2333

  20. A Method of Retail Mortgage Stress Testing: Based on Time-Frame and Magnitude Analysis

    Journal of Forecasting

    Chang Liu, Raja Nassar and Min Guo

    Article first published online : 15 MAR 2015, DOI: 10.1002/for.2326