Pages that link to "Item:Q5307833"
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The following pages link to Tests of Conditional Predictive Ability (Q5307833):
Displayed 50 items.
- Finite time identification in unstable linear systems (Q1716481) (← links)
- Simulation and evaluation of the distribution of interest rate risk (Q1722765) (← links)
- Forecasting seasonal time series data: a Bayesian model averaging approach (Q1729308) (← links)
- Alternative tests for correct specification of conditional predictive densities (Q1739884) (← links)
- Forecaster's dilemma: extreme events and forecast evaluation (Q1790391) (← links)
- Comparing the accuracy of multivariate density forecasts in selected regions of the copula support (Q1991935) (← links)
- Option valuation under no-arbitrage constraints with neural networks (Q2030534) (← links)
- On the elicitability of range value at risk (Q2063037) (← links)
- Kernel-based hidden Markov conditional densities (Q2076125) (← links)
- Fat tails, serial dependence, and implied volatility index connections (Q2077951) (← links)
- Conditional rotation between forecasting models (Q2106365) (← links)
- An energy-based measure for long-run horizon risk quantification (Q2158627) (← links)
- A coupled component DCS-EGARCH model for intraday and overnight volatility (Q2190218) (← links)
- Incorporating overnight and intraday returns into multivariate GARCH volatility models (Q2190235) (← links)
- A time-varying diffusion index forecasting model (Q2208686) (← links)
- High-dimensional predictive regression in the presence of cointegration (Q2224889) (← links)
- Forecasting mortality with international linkages: a global vector-autoregression approach (Q2234751) (← links)
- The effects of trade size and market depth on immediate price impact in a limit order book market (Q2246738) (← links)
- Statistical analysis of autoregressive fractionally integrated moving average models in R (Q2259223) (← links)
- Comparing DSGE-VAR forecasting models: how big are the differences? (Q2271676) (← links)
- Long-term forecasting of El Niño events via dynamic factor simulations (Q2280599) (← links)
- Nested forecast model comparisons: a new approach to testing equal accuracy (Q2346024) (← links)
- Granularity adjustment for risk measures: systematic vs unsystematic risks (Q2353916) (← links)
- Generalised density forecast combinations (Q2354855) (← links)
- Structural-break models under mis-specification: implications for forecasting (Q2354861) (← links)
- Determining the MSE-optimal cross section to forecast (Q2440386) (← links)
- Theory-coherent forecasting (Q2451809) (← links)
- A predictability test for a small number of nested models (Q2451812) (← links)
- Adaptive forecasting in the presence of recent and ongoing structural change (Q2453078) (← links)
- Forecasting by factors, by variables, by both or neither? (Q2453089) (← links)
- The role of the information set for forecasting -- with applications to risk management (Q2453693) (← links)
- Multivariate rotated ARCH models (Q2512636) (← links)
- Maximum entropy analysis of consumption-based capital asset pricing model and volatility (Q2661313) (← links)
- Mind the gap! -- A monetarist view of the open-economy Phillips curve (Q2661655) (← links)
- A new time-varying model for forecasting long-memory series (Q2664998) (← links)
- Forecast accuracy of a BVAR under alternative specifications of the zero lower bound (Q2691699) (← links)
- The rescaled VAR model with an application to mixed-frequency macroeconomic forecasting (Q2691770) (← links)
- An intuitive skewness-based symmetry test applicable to stationary time series data (Q2697055) (← links)
- Improved Tests for Forecast Comparisons in the Presence of Instabilities (Q2817311) (← links)
- Forecasting in dynamic factor models using Bayesian model averaging (Q3023038) (← links)
- The Benefits of Bagging for Forecast Models of Realized Volatility (Q3063858) (← links)
- Business cycles in the euro area defined with coincident economic indicators and predicted with leading economic indicators (Q3065486) (← links)
- Survey data as coincident or leading indicators (Q3065495) (← links)
- Are disaggregate data useful for factor analysis in forecasting French GDP? (Q3065498) (← links)
- Measuring Firm Performance By Using Linear and Non-Parametric Quantile Regressions (Q3638851) (← links)
- Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities (Q4554257) (← links)
- Combining long memory and level shifts in modelling and forecasting the volatility of asset returns (Q4554429) (← links)
- Consumption, aggregate wealth and expected stock returns: a fractional cointegration approach (Q4619547) (← links)
- Direct multiperiod forecasting for algorithmic trading (Q4687662) (← links)
- Multi‐step forecasting in the presence of breaks (Q4687663) (← links)