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Results for Forecast evaluation
Publications & Outputs
Forecasting stock returns with large dimensional factor models
Giovannelli, A.
,
Massacci, D.
&
Soccorsi, S.
,
30/09/2021
,
In:
Journal of Empirical Finance.
63
,
p. 252-269
18 p.
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review
Backtesting VaR and ES under the magnifying glass
Argyropoulos, C.
&
Panopoulou, E.
,
1/07/2019
,
In:
International Review of Financial Analysis.
64
,
p. 22-37
16 p.
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review
Measuring forecasting accuracy: the case of judgmental adjustments to SKU-level demand forecasts
Davydenko, A.
&
Fildes, R.
,
07/2013
,
In:
International Journal of Forecasting.
29
,
3
,
p. 510-522
13 p.
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review