Items for Meng, Xiaochun

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Number of items: 6.

Article

Alexander, Carol, Han, Yang and Meng, Xiaochun (2022) Static and dynamic models for multivariate distribution forecasts: proper scoring rule tests of factor-quantile vs. multivariate GARCH models. International Journal of Forecasting. ISSN 0169-2070 (Accepted)

Alexander, C, Coulon, M, Han, Y and Meng, X (2022) Evaluating the discrimination ability of proper multi-variate scoring rules. Annals of Operations Research. ISSN 0254-5330

Meng, Xiaochun and Taylor, James W (2022) Comparing probabilistic forecasts of the daily minimum and maximum temperature. International Journal of Forecasting, 38 (1). pp. 267-281. ISSN 0169-2070

Alexander, Carol, Meng, Xiaochun and Wei, Wei (2021) Targeting Kollo skewness with random orthogonal matrix simulation. European Journal of Operational Research. ISSN 0377-2217

Meng, Xiaochun and Taylor, James W (2020) Estimating value-at-risk and expected shortfall using the intraday low and range data. European Journal of Operational Research, 280 (1). pp. 191-202. ISSN 0377-2217

Meng, Xiaochun and Taylor, James W (2018) An approximate long-memory range-based approach for value at risk estimation. International Journal of Forecasting, 34 (3). pp. 377-388. ISSN 0169-2070

This list was generated on Thu Jun 30 12:37:52 2022 BST.