Results for Forecast evaluation

Publications & Outputs

1. 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

2. 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

3. 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