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On the Comparison of Interval Forecasts · Study

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ArticleOn the Comparison of Interval Forecasts

Ross Askanazi2018

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Articlegreen2018

On the Comparison of Interval Forecasts

Ross Askanazi · Francis X. Diebold · Frank Schorfheide

53 citations·0/0 files stored·Journal of Time Series Analysis

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Forecasting Techniques and Applications Financial Risk and Volatility Modeling Statistical Methods and Inference

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References

2007Strictly Proper Scoring Rules, Prediction, and Estimation 2006Another look at measures of forecast accuracy 1998Evaluating Interval Forecasts 1998Evaluating Density Forecasts with Applications to Financial Risk Management 2011Making and Evaluating Point Forecasts 2005Evaluation and Combination of Conditional Quantile Forecasts 2010Quantiles as optimal point forecasts 1976An Experimental Study of Expectation Formation

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Year2018

Typearticle

Published2018-01-01

VenueJournal of Time Series Analysis

ISSN-L0143-9782

Languageen

Citations53

Files0 public / 0

ShelfForecasting Techniques and Applications

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doi10.1111/jtsa.12426

openalex_workW2890970784

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