Forecasting under long memory U Hassler, MO Pohle Journal of Financial Econometrics 21 (3), 742-778, 2023 | 23 | 2023 |
The Murphy decomposition and the calibration-resolution principle: A new perspective on forecast evaluation MO Pohle arXiv preprint arXiv:2005.01835, 2020 | 18 | 2020 |
Score-based calibration testing for multivariate forecast distributions M Knüppel, F Krüger, MO Pohle arXiv preprint arXiv:2211.16362, 2022 | 5 | 2022 |
Unlucky Number 13? Manipulating Evidence Subject to Snooping U Hassler, MO Pohle International Statistical Review, 2022 | 5 | 2022 |
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 |