International Journal of Forecasting - Volume 34 - Issue 3 

An approximate long-memory range-based approach for value at risk estimation

Fulltext Access 12 Pages 2018

Inversion copulas from nonlinear state space models with an application to inflation forecasting

Fulltext Access 19 Pages 2018

Macroeconomic forecasting using penalized regression methods

Fulltext Access 23 Pages 2018

Improving social harm indices with a modulated Hawkes process

Fulltext Access 9 Pages 2018

Forecasting bank failures and stress testing: A machine learning approach

Fulltext Access 16 Pages 2018

Improving forecasting performance using covariate-dependent copula models

Fulltext Access 21 Pages 2018

Combining predictive distributions for the statistical post-processing of ensemble forecasts

Fulltext Access 20 Pages 2018

Determining analogies based on the integration of multiple information sources

Fulltext Access 22 Pages 2018

Comparison of intraday probabilistic forecasting of solar irradiance using only endogenous data

Fulltext Access 19 Pages 2018

Portfolio optimization based on GARCH-EVT-Copula forecasting models

Fulltext Access 10 Pages 2018