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Model averaging for interval-valued data
16 references·0 citing·43 second hop
Model averaging for interval-valued data (2021)Model averaging for interval-valued dataForecasting crude oil price intervals and return volatility via autoregressive conditional interval models (2021)Forecasting crude oil price i…Uncertainty shocks of Trump election in an interval model of stock market (2020)Uncertainty shocks of Trump e…Assessing the price dynamics of onshore and offshore RMB markets: An ITS model approach (2020)Assessing the price dynamics …An information-theoretic approach for forecasting interval-valued SP500 daily returns (2020)An information-theoretic appr…Threshold autoregressive models for interval-valued time series data (2018)Threshold autoregressive mode…Interval-valued time series forecasting using a novel hybrid HoltI and MSVR model (2016)Interval-valued time series f…Interval-valued time series models: Estimation based on order statistics exploring the Agriculture Marketing Service data (2015)Interval-valued time series m…A combination method for interval forecasting of agricultural commodity futures prices (2015)A combination method for inte…Modeling and forecasting interval time series with threshold models (2014)Modeling and forecasting inte…Multiple-output support vector regression with a firefly algorithm for interval-valued stock price index forecasting (2013)Multiple-output support vecto…Constrained Regression for Interval-Valued Data (2013)Constrained Regression for In…Handbook of Empirical Economics and Finance (2010)Handbook of Empirical Economi…Different Approaches to Forecast Interval Time Series: A Comparison in Finance (2010)Different Approaches to Forec…Forecasting models for interval-valued time series (2008)Forecasting models for interv…A high–low model of daily stock price ranges (2008)A high–low model of daily sto…China's Income Distribution, 1985–2001 (2005)China's Income Distribution, …Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes (1988)Automatic Lag Selection in Covariance Matrix Estimation (1994)Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models (1997)Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling (2018)Probability distribution forecasting of carbon allowance prices: A hybrid model considering multiple influencing factors (2022)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Time series forecasting using a hybrid ARIMA and neural network model (2003)Support System for Trading in Exchange Market by Distributional Forecasting Model (2019)A novel interval dual convolutional neural network method for interval-valued stock price prediction (2023)Transformer-based forecasting for intraday trading in the Shanghai crude oil market: Analyzing open-high-low-close prices (2023)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control. 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References

  • 2010Handbook of Empirical Economics and Finance247 cited
  • 2013Multiple-output support vector regression with a firefly algorithm for interval-valued stock price index forecasting197 cited
  • 2008Forecasting models for interval-valued time series165 cited
  • 2005China's Income Distribution, 1985–2001133 cited
  • 2015A combination method for interval forecasting of agricultural commodity futures prices116 cited
  • 2010Different Approaches to Forecast Interval Time Series: A Comparison in Finance103 cited
  • 2018Threshold autoregressive models for interval-valued time series data100 cited
  • 2013Constrained Regression for Interval-Valued Data80 cited
  • 2016Interval-valued time series forecasting using a novel hybrid HoltI and MSVR model78 cited
  • 2014Modeling and forecasting interval time series with threshold models58 cited
  • 2008A high–low model of daily stock price ranges48 cited
  • 2020An information-theoretic approach for forecasting interval-valued SP500 daily returns35 cited
  • 2015Interval-valued time series models: Estimation based on order statistics exploring the Agriculture Marketing Service data34 cited
  • 2021Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models32 cited

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2020
Uncertainty shocks of Trump election in an interval model of stock market
27 cited
  • 2020Assessing the price dynamics of onshore and offshore RMB markets: An ITS model approach24 cited
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