Solving the problem of inadequate scoring rules for assessing probabilistic football forecasting models
Journal of Quantitative Analysis in Sports
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AuthorsConstantinou, A; FENTON, NE
- Applied Mathematics 
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Constantinou, AC; Fenton, NE; Neil, M (2012-12)
A Study Of Stock Volatility In The Context Of Factor Volatility Models For Large Datasets: Factor Analysis And Forecasting Lui, Sze Wai Silvia (2007)This thesis is a study of stock volatility adopting two factor volatility models for large datasets: the orthogonal GARCH model and the stochastic volatility factor model. An application is made to the constituent stocks ...
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