| Estimating value-at-risk and expected shortfall using the intraday low and range data X Meng, JW Taylor European Journal of Operational Research 280 (1), 191-202, 2020 | 46 | 2020 |
| An approximate long-memory range-based approach for value at risk estimation X Meng, JW Taylor International Journal of Forecasting 34 (3), 377-388, 2018 | 27 | 2018 |
| Evaluating the discrimination ability of proper multi-variate scoring rules C Alexander, M Coulon, Y Han, X Meng Annals of Operations Research 334 (1), 857-883, 2024 | 10 | 2024 |
| Scores for multivariate distributions and level sets X Meng, JW Taylor, S Ben Taieb, S Li Operations Research, 2023 | 5* | 2023 |
| Comparing probabilistic forecasts of the daily minimum and maximum temperature X Meng, JW Taylor International Journal of Forecasting 38 (1), 267-281, 2022 | 4 | 2022 |
| Static and dynamic models for multivariate distribution forecasts: Proper scoring rule tests of factor-quantile versus multivariate GARCH models C Alexander, Y Han, X Meng International Journal of Forecasting 39 (3), 1078-1096, 2023 | 2 | 2023 |
| Targeting Kollo skewness with random orthogonal matrix simulation C Alexander, X Meng, W Wei European Journal of Operational Research 299 (1), 362-376, 2022 | 2 | 2022 |
| Angular Combining of Forecasts of Probability Distributions JW Taylor, X Meng arXiv preprint arXiv:2305.16735, 2023 | | 2023 |
| An Approximate Long-Memory Range-Based X Meng, JW Taylor | | |
James W TaylorProfessor of Decision Science, Said Business School, University of OxfordVerified email at sbs.ox.ac.uk
