Items where Keyword is "Volatility forecasting" (Publications and Working Papers)

Up a level
Export as [feed] RSS
Group by: Creators | Item Type | No Grouping
Jump to: T
Number of items: 4.

T

Taylor, James (2006) Density Forecasting for the Efficient Balancing of the Generation and Consumption of Electricity. International Journal of Forecasting, 22 (4). pp. 707-724. Link to full text available through this repository.
+

Taylor, James (1999) Evaluating Volatility and Interval Forecasts. Journal of Forecasting, 18 (2). pp. 111-128. Link to full text available through this repository.
+

Taylor, James (2005) Generating Volatility Forecasts from Value at Risk Estimates. Management Science, 51 (5). pp. 712-725. Link to full text available through this repository.
+

Taylor, James (2004) Volatility Forecasting with Smooth Transition Exponential Smoothing. International Journal of Forecasting, 20 (2). pp. 273-286. Link to full text available through this repository.
+

This list was generated on Thu Sep 21 17:03:33 2017 WEST.