Work

Forecasting of density functions with an application to cross-sectional and intraday returns

Year: 2019

Type: article

Source: International Journal of Forecasting

DOI: 10.1016/j.ijforecast.2019.05.007

Authors: Piotr Kokoszka, Hong Miao, Alexander Petersen, Han Lin Shang

Institutions: Colorado State University, University of California, Santa Barbara, Australian National University

Language: English

Topic: Forecasting Techniques and Applications

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

Funders: National Science Foundation, Columbia University, University of New South Wales, Mailman School of Public Health, Columbia University

Awards: Statistical Modelling of Multivariate Functional and Distributional Data, ATD: Spatio-Temporal Model for the Propagation of Internet Traffic Anomalies

OpenAlex ID: W2963340026

FWCI: 4.473

Cites: 51

Cited by: 49

Related to: 10