A Beaufort Scale of Predictability
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Publication:2956063
DOI10.1007/978-3-319-25826-3_19zbMath1359.62362MaRDI QIDQ2956063
Publication date: 16 January 2017
Published in: The Fascination of Probability, Statistics and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-25826-3_19
prediction; financial risk management; Knightian uncertainty; prequential statistics; Mandelbrot's states of randomness
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P05: Applications of statistics to actuarial sciences and financial mathematics
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Cites Work
- Making and Evaluating Point Forecasts
- Stochastic Finance
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- On the asymptotic joint distribution of the sum and maximum of stationary normal random variables
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