Evaluating Interval Forecasts

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Cite
Christoffersen, Peter F. “Evaluating Interval Forecasts”. International Economic Review, vol. 39, no. 4, 1998, p. 841, https://doi.org/10.2307/2527341.
Christoffersen, P. F. (1998). Evaluating Interval Forecasts. International Economic Review, 39(4), 841. https://doi.org/10.2307/2527341
Christoffersen PF. Evaluating Interval Forecasts. International Economic Review. 1998;39(4):841.
Citations
Title Journal Journal Categories Citations Publication Date
Tail risk forecasting with semiparametric regression models by incorporating overnight information

Journal of Forecasting
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business: Personnel management. Employment management
  • Social Sciences: Commerce: Business
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
2024
Liquidity‐adjusted value‐at‐risk using extreme value theory and copula approach

Journal of Forecasting
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business: Personnel management. Employment management
  • Social Sciences: Commerce: Business
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
2024
Can intraday data improve the joint estimation and prediction of risk measures? Evidence from a variety of realized measures

Journal of Forecasting
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business: Personnel management. Employment management
  • Social Sciences: Commerce: Business
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
2024
New runs‐based approach to testing value at risk forecasts

Journal of Forecasting
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business: Personnel management. Employment management
  • Social Sciences: Commerce: Business
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
2024
Predicting tail risks by a Markov switching MGARCH model with varying copula regimes

Journal of Forecasting
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business: Personnel management. Employment management
  • Social Sciences: Commerce: Business
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
2024
Citations Analysis
Category Category Repetition
Social Sciences: Economic theory. Demography: Economics as a science766
Social Sciences: Commerce: Business741
Social Sciences: Finance407
Science: Mathematics234
Social Sciences: Commerce: Business: Personnel management. Employment management164
Science: Mathematics: Probabilities. Mathematical statistics163
Social Sciences: Statistics137
Social Sciences: Commerce: Business: Accounting. Bookkeeping79
Science: Mathematics: Instruments and machines: Electronic computers. Computer science59
Technology: Engineering (General). Civil engineering (General)55
Technology: Manufactures: Production management. Operations management37
Technology: Environmental technology. Sanitary engineering29
Science: Physics21
Social Sciences21
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Social Sciences: Industries. Land use. Labor: Special industries and trades: Energy industries. Energy policy. Fuel trade21
Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics19
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods16
Technology: Electrical engineering. Electronics. Nuclear engineering: Electric apparatus and materials. Electric circuits. Electric networks16
Social Sciences: Finance: Insurance14
Technology: Technology (General): Industrial engineering. Management engineering13
Science: Mathematics: Instruments and machines: Electronic computers. Computer science: Computer software13
Technology: Mechanical engineering and machinery12
Technology: Mechanical engineering and machinery: Renewable energy sources12
Science: Biology (General): Ecology11
Social Sciences: Sociology (General)9
Science: Science (General)9
Social Sciences: Industries. Land use. Labor: Management. Industrial management8
Science: Science (General): Cybernetics: Information theory8
Agriculture: Agriculture (General)7
Science: Geology6
Technology: Technology (General): Industrial engineering. Management engineering: Information technology6
Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics: Computer engineering. Computer hardware5
Science: Astronomy: Astrophysics5
Political science: International relations5
Agriculture: Plant culture5
Science: Physics: Meteorology. Climatology4
Technology: Hydraulic engineering: River, lake, and water-supply engineering (General)4
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Technology: Engineering (General). Civil engineering (General): Transportation engineering3
Social Sciences: Communities. Classes. Races: Urban groups. The city. Urban sociology: City planning3
Technology: Chemical technology2
Technology: Electrical engineering. Electronics. Nuclear engineering: Materials of engineering and construction. Mechanics of materials2
Medicine: Internal medicine: Special situations and conditions: Industrial medicine. Industrial hygiene2
Technology: Engineering (General). Civil engineering (General): Environmental engineering2
Medicine: Medicine (General): Medical technology2
Science: Physics: Heat: Thermodynamics2
Agriculture2
Science: Biology (General)2
Technology: Engineering (General). Civil engineering (General): Mechanics of engineering. Applied mechanics2
Technology: Manufactures2
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Political science2
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General Works: History of scholarship and learning. The humanities1
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Agriculture: Aquaculture. Fisheries. Angling1
Agriculture: Animal culture1
Bibliography. Library science. Information resources1
Technology: Chemical technology: Food processing and manufacture1
Technology: Home economics: Nutrition. Foods and food supply1
Technology: Technology (General)1
Education: Theory and practice of education1
Technology: Technology (General): Industrial engineering. Management engineering: Management information systems1
Social Sciences: Industries. Land use. Labor: Management. Industrial management: Risk in industry. Risk management1
The category Social Sciences: Economic theory. Demography: Economics as a science 766 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Regulatory Evaluation of Value-At-Risk Models and was published in 1997. The most recent citation comes from a 2024 study titled Addressing the financial impact of natural disasters in the era of climate change. This article reached its peak citation in 2018, with 106 citations. It has been cited in 325 different journals, 11% of which are open access. Among related journals, the SSRN Electronic Journal cited this research the most, with 292 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year