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There are 1843 results for: content related to: A Dynamic Factor Approach to Mortality Modeling

  1. Decision-Based Forecast Evaluation of UK Interest Rate Predictability

    Journal of Forecasting

    Volume 35, Issue 2, March 2016, Pages: 93–112, Kavita Sirichand and Stephen G. Hall

    Article first published online : 15 OCT 2015, DOI: 10.1002/for.2369

  2. Estimating the Out-of-Sample Predictive Ability of Trading Rules: A Robust Bootstrap Approach

    Journal of Forecasting

    Julien Hambuckers and Cédric Heuchenne

    Article first published online : 25 NOV 2015, DOI: 10.1002/for.2380

  3. A Time-Simultaneous Prediction Box for a Multivariate Time Series

    Journal of Forecasting

    Volume 34, Issue 8, December 2015, Pages: 675–693, Dag Kolsrud

    Article first published online : 30 SEP 2015, DOI: 10.1002/for.2366

  4. Backtesting Aggregate Risk

    Journal of Forecasting

    Cristina Danciulescu

    Article first published online : 3 NOV 2015, DOI: 10.1002/for.2376

  5. On the Predictive Content of Autoregression Residuals: A Semiparametric, Copula-Based Approach to Time Series Prediction

    Journal of Forecasting

    Volume 32, Issue 4, July 2013, Pages: 353–368, Helmut Herwartz

    Article first published online : 23 JAN 2012, DOI: 10.1002/for.2241

  6. On the Difficulty of Measuring Forecasting Skill in Financial Markets

    Journal of Forecasting

    Volume 34, Issue 2, March 2015, Pages: 92–113, Stephen E. Satchell and Oliver J. Williams

    Article first published online : 2 FEB 2015, DOI: 10.1002/for.2320

  7. Predicting Stock Return Volatility: Can We Benefit from Regression Models for Return Intervals?

    Journal of Forecasting

    Volume 35, Issue 2, March 2016, Pages: 113–146, Henning Fischer, Ángela Blanco-FERNÁndez and Peter Winker

    Article first published online : 4 NOV 2015, DOI: 10.1002/for.2371

  8. Forecasting with a DSGE Model of a Small Open Economy within the Monetary Union

    Journal of Forecasting

    Volume 33, Issue 5, August 2014, Pages: 315–338, Massimiliano Marcellino and Yuliya Rychalovska

    Article first published online : 28 JUL 2014, DOI: 10.1002/for.2306

  9. Forecasting High-Frequency Risk Measures

    Journal of Forecasting

    Denisa Banulescu, Gilbert Colletaz, Christophe Hurlin and Sessi Tokpavi

    Article first published online : 25 NOV 2015, DOI: 10.1002/for.2374

  10. Nonlinearities in the CAPM: Evidence from Developed and Emerging Markets

    Journal of Forecasting

    Serdar Neslihanoglu, Vasilios Sogiakas, John H. McColl and Duncan Lee

    Article first published online : 25 JAN 2016, DOI: 10.1002/for.2389

  11. 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

  12. When are Direct Multi-step and Iterative Forecasts Identical?

    Journal of Forecasting

    Volume 34, Issue 4, July 2015, Pages: 315–336, Tucker McElroy

    Article first published online : 19 APR 2015, DOI: 10.1002/for.2321

  13. The Effects of Disaggregation on Forecasting Nonstationary Time Series

    Journal of Forecasting

    Volume 33, Issue 4, July 2014, Pages: 300–314, Pilar Poncela and Antonio García-Ferrer

    Article first published online : 4 APR 2014, DOI: 10.1002/for.2291

  14. Forecasting UK Industrial Production with Multivariate Singular Spectrum Analysis

    Journal of Forecasting

    Volume 32, Issue 5, August 2013, Pages: 395–408, Hossein Hassani, Saeed Heravi and Anatoly Zhigljavsky

    Article first published online : 10 APR 2012, DOI: 10.1002/for.2244

  15. 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

  16. A Simple Linear Regression Approach to Modeling and Forecasting Mortality Rates

    Journal of Forecasting

    Volume 34, Issue 7, November 2015, Pages: 543–559, Tzuling Lin and Cary Chi-liang Tsai

    Article first published online : 24 MAY 2015, DOI: 10.1002/for.2353

  17. On the Benefits of Equicorrelation for Portfolio Allocation

    Journal of Forecasting

    Volume 34, Issue 6, September 2015, Pages: 507–522, Adam Clements, Ayesha Scott and Annastiina Silvennoinen

    Article first published online : 9 JUN 2015, DOI: 10.1002/for.2357

  18. The Role of Momentum, Sentiment, and Economic Fundamentals in Forecasting Bear Stock Market

    Journal of Forecasting

    Yi-ting Chen and Kendro Vincent

    Article first published online : 26 JAN 2016, DOI: 10.1002/for.2392

  19. Early Warning with Calibrated and Sharper Probabilistic Forecasts

    Journal of Forecasting

    Volume 32, Issue 5, August 2013, Pages: 452–468, Reason L. Machete

    Article first published online : 26 MAR 2012, DOI: 10.1002/for.2242

  20. Probabilistic Forecasts of Wind Power Generation by Stochastic Differential Equation Models

    Journal of Forecasting

    Jan Kloppenborg Møller, Marco Zugno and Henrik Madsen

    Article first published online : 5 FEB 2016, DOI: 10.1002/for.2367