๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Model prediction of volatile emissions

โœ Scribed by Hwang, Seong T.

Publisher
American Institute of Chemical Engineers
Year
1985
Tongue
English
Weight
466 KB
Volume
4
Category
Article
ISSN
0278-4491

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Evaluating the predictive accuracy of vo
Evaluating the predictive accuracy of volatility models
โœ Jose A. Lopez ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 207 KB ๐Ÿ‘ 1 views

Standard statistical loss functions, such as mean-squared error, are commonly used for evaluating ยฎnancial volatility forecasts. In this paper, an alternative evaluation framework, based on probability scoring rules that can be more closely tailored to a forecast user's decision problem, is proposed

The Volatility and Density Prediction Pe
The Volatility and Density Prediction Performance of Alternative GARCH Models
โœ Teng-Hao Huang; Yaw-Huei Wang ๐Ÿ“‚ Article ๐Ÿ“… 2011 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 174 KB ๐Ÿ‘ 1 views

## ABSTRACT This study compares the volatility and density prediction performance of alternative GARCH models with different conditional distribution specifications. The conditional residuals are specified as normal, skewedHyphen;__t__ or compound Poisson (jump) distribution based upon a nonlinear