Boero Gianna

Gianna Boero

Information about the author Gianna Boero will soon be added to the site.
Found 3 papers in total
Scoring rules and survey density forecasts
Scoring rules and survey density forecasts
2011
This article provides a practical evaluation of some leading density forecast scoring...
The performance of SETAR models: a regime conditional evaluation of point, interval and density forecasts
The performance of SETAR models: a regime conditional evaluation of point, interval and density forecasts
2004
The aim of this paper is to analyse the out-of-sample performance of SETAR models...
The performance of non-linear exchange rate models: a forecasting comparison
The performance of non-linear exchange rate models: a forecasting comparison
2002
In recent years there has been a considerable development in modelling non-linearities...
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