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Romanian Journal of Economic Forecasting, a scholarly journal which begins in 2000, was conceived as a economic modelling asnd forecasting journal.
《Romanian Journal of Economic Forecasting》2024,Volume 27,Issue 3
《Romanian Journal of Economic Forecasting》 2024 Volume 27 Issue 3
2024/12/19
《Romanian Journal of Economic Forecasting》2024,Volume 27,Issue 3.
《Romanian Journal of Economic Forecasting》2024,Volume 27,Issue 2
《Romanian Journal of Economic Forecasting》 2024 Volume 27 Issue 2
2024/12/19
《Romanian Journal of Economic Forecasting》2024,Volume 27,Issue 2.
《Romanian Journal of Economic Forecasting》2024,Volume 27,Issue 1
《Romanian Journal of Economic Forecasting》 2024 Volume 27 Issue 1
2024/12/19
《Romanian Journal of Economic Forecasting》2024,Volume 27,Issue 1.
《Romanian Journal of Economic Forecasting》2023,Volume 26,Issue 4
《Romanian Journal of Economic Forecasting》 2023 Volume 26 Issue 4
2024/12/19
《Romanian Journal of Economic Forecasting》2023,Volume 26,Issue 4.
《Romanian Journal of Economic Forecasting》2023,Volume 26,Issue 3
《Romanian Journal of Economic Forecasting》 2023 Volume 26 Issue 3
2024/12/19
《Romanian Journal of Economic Forecasting》2023,Volume 26,Issue 3.
《Romanian Journal of Economic Forecasting》2023,Volume 26,Issue 2
《Romanian Journal of Economic Forecasting》2023,Volume 26,Issue 2
2024/12/19
《Romanian Journal of Economic Forecasting》2023,Volume 26,Issue 2.
《Romanian Journal of Economic Forecasting》2023,Volume 26,Issue 1
《Romanian Journal of Economic Forecasting》 2023 Volume 26 Issue 1
2024/12/19
《Romanian Journal of Economic Forecasting》2023,Volume 26,Issue 1.
《Romanian Journal of Economic Forecasting》2022,Volume 25,Issue 4
《Romanian Journal of Economic Forecasting》 2022 Volume 25 Issue 4
2024/12/19
《Romanian Journal of Economic Forecasting》2022,Volume 25,Issue 4,
《Romanian Journal of Economic Forecasting》2022,Volume 25,Issue 3
《Romanian Journal of Economic Forecasting》 2022 Volume 25 Issue 3
2024/12/19
《Romanian Journal of Economic Forecasting》2022,Volume 25,Issue 3.
《Romanian Journal of Economic Forecasting》2022,Volume 25,Issue 2
《Romanian Journal of Economic Forecasting》 2022 Volume 25 Issue 2
2024/12/19
《Romanian Journal of Economic Forecasting》2022,Volume 25,Issue 2.
《Romanian Journal of Economic Forecasting》2022,Volume 25,Issue 1
《Romanian Journal of Economic Forecasting》 2022 Volume 25 Issue 1
2024/12/19
《Romanian Journal of Economic Forecasting》2022,Volume 25,Issue 1.
Modeling and Forecasting Persistent Financial Durations
price durations long memory multifractal models realized volatility Whittle estimation
2012/9/14
This paper introduces the Markov-Switching Multifractal Duration (MSMD) model by adapting the MSM stochastic volatility model of Calvet and Fisher (2004)
to the duration setting. Although the MSMD pr...
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework
exponential weighted moving average time -varying higher moments Cornish-Fisher expansion Gram -Charlier density risk management Value-at -Risk
2012/9/14
This paper provides an insight to the time-varying dynamics of the shape of the distribution of financial return series by proposing an exponential weighted moving average model that joint...
Bayesian logistic betting strategy against probability forecasting
exponential family game-theoretic probability Japan Meteorological Agency probability of precipitation strong law of large numbers
2012/4/28
We propose a betting strategy based on Bayesian logistic regression modeling for the probability forecasting game in the framework of game-theoretic probability by Shafer and Vovk (2001). We prove som...