메뉴 건너뛰기
Journal of Forecasting
Volumn 18, Issue 2, 1999, Pages 111-128
Evaluating volatility and interval forecasts
Author keywords

Forecast evaluation; Interval forecasting; Quantile regression; Volatility forecasting
Indexed keywords

EID: 0000588489     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-131X(199903)18:2<111::AID-FOR713>3.0.CO;2-C     Document Type: Article
Times cited : (47)
References (6)
  • 1
    • 0002847043 scopus 로고
    • The evaluation of extrapolative forecasting methods
    • Fildes, R., 'The evaluation of extrapolative forecasting methods (with discussion)', International Journal of Forecasting, 8 (1992), 81-111.
    • (1992) International Journal of Forecasting , vol.8 , pp. 81-111
    • Fildes, R.1
  • 2
    • 0012735282 scopus 로고
    • A simple method of computing prediction intervals for time-series forecasts
    • Gardner, E. S., Jr, 'A simple method of computing prediction intervals for time-series forecasts', Management Science, 34 (1988), 541-546.
    • (1988) Management Science , vol.34 , pp. 541-546
    • Gardner Jr., E.S.1
  • 3
    • 0003011470 scopus 로고
    • Quantile regression with bootstrapped standard errors
    • Gould, W. W., 'Quantile regression with bootstrapped standard errors', Stata Technical Bulletin, 9 (1992), 19-21.
    • (1992) Stata Technical Bulletin , vol.9 , pp. 19-21
    • Gould, W.W.1
  • 4
    • 84984516669 scopus 로고
    • Combining forecasts-twenty years later
    • Granger, C. W. J., 'Combining forecasts-twenty years later', Journal of Forecasting, 8 (1989), 167-173.
    • (1989) Journal of Forecasting , vol.8 , pp. 167-173
    • Granger, C.W.J.1
  • 5
    • 38249026075 scopus 로고
    • Interval forecasting: An analysis based upon ARCH-quantile estimators
    • Granger, C. W. J., White, H. and Kamstra, M., 'Interval forecasting: an analysis based upon ARCH-quantile estimators', Journal of Econometrics, 40 (1989), 87-96.
    • (1989) Journal of Econometrics , vol.40 , pp. 87-96
    • Granger, C.W.J.1    White, H.2    Kamstra, M.3
  • 6
    • 0001619086 scopus 로고
    • Autoregressive conditional density estimation
    • Hansen, B. E., 'Autoregressive conditional density estimation', International Economic Review, 35 (1994), 705-730.
    • (1994) International Economic Review , vol.35 , pp. 705-730
    • Hansen, B.E.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.