Следене
Marc-Oliver Pohle
Заглавие
Позовавания
Позовавания
Година
Forecasting under long memory
U Hassler, MO Pohle
Journal of Financial Econometrics 21 (3), 742-778, 2023
232023
The Murphy decomposition and the calibration-resolution principle: A new perspective on forecast evaluation
MO Pohle
arXiv preprint arXiv:2005.01835, 2020
182020
Score-based calibration testing for multivariate forecast distributions
M Knüppel, F Krüger, MO Pohle
arXiv preprint arXiv:2211.16362, 2022
52022
Unlucky Number 13? Manipulating Evidence Subject to Snooping
U Hassler, MO Pohle
International Statistical Review, 2022
52022
Measuring Dependence between Events
MO Pohle, T Dimitriadis, JL Wermuth
arXiv preprint arXiv:2403.17580, 2024
2024
Testing Quantile Forecast Optimality
J Fosten, D Gutknecht, MO Pohle
Journal of Business & Economic Statistics, 1-24, 2024
2024
Generalised Covariances and Correlations
T Fissler, MO Pohle
arXiv preprint arXiv:2307.03594, 2023
2023
Score-based calibration testing for multivariate forecast distributions
MO Pohle
arXiv. org, 2023
2023
Essays on Forecasting and Forecast Evaluation
MO Pohle
Johann Wolfgang Goethe-Universität Frankfurt am Main, 2021
2021
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Статии 1–9