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Interval forecasting · Study

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ArticleInterval forecasting

Clive W. J. Granger1989

Article1989

Interval forecasting

Clive W. J. Granger · Halbert White · Mark J. Kamstra

118 citations·0/0 files stored·Journal of Econometrics

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Forecasting Techniques and Applications Financial Risk and Volatility Modeling Stock Market Forecasting Methods

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References

1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1969The Combination of Forecasts 1984Combining competing forecasts of inflation using a bivariate arch model

Cited by

2009Local linear spatial quantile regression 2017Quantile Aggregation of Density Forecasts 2008Dynamic quantile models 2019Forecast combinations for value at risk and expected shortfall 2006VOLATILITY AND CORRELATION FORECASTING 2009Explanations of the inconsistencies in survey respondents’ forecasts 2011Using CAViaR Models with Implied Volatility for Value‐at‐Risk Estimation 2005Density forecasting for weather derivative pricing

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2003Time series forecasting using a hybrid ARIMA and neural network modelarticle · 2 shared references 200625 years of time series forecastingarticle · 2 shared references 2022Forecasting: theory and practicearticle · 2 shared references 2012A review and comparison of strategies for multi-step ahead time series forecasting based on the NN5 forecasting competitionarticle · 2 shared references 2013Forecasting Inflationchapter · 2 shared references 1989Invited review combining forecasts—twenty years laterarticle · 2 shared references

Details

Year1989

Typearticle

Published1989-01-01

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations118

Files0 public / 0

ShelfForecasting Techniques and Applications

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doi10.1016/0304-4076(89)90031-6

openalex_workW1556289036

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