Items for Meng, Xiaochun

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Number of items: 3.


Meng, Xiaochun and James W, Taylor (2021) Comparing probabilistic forecasts of the daily minimum and maximum temperature. International Journal of Forecasting. ISSN 0169-2070 (Accepted)

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 Sat May 15 03:44:32 2021 BST.