Efficient probabilistic forecasts for counts

Grants

Funding Acknowledgements

This research has been supported by an Australian Research Council Discovery Grant. The second author has also been supported by an Australian Research Council Future Fellowship. The authors thank the Joint Editor, Associate Editor and two referees for very detailed and constructive comments on an earlier draft of the paper. The empirical data were kindly supplied by Joachim Grammig, Robert Jung and Andy Tremayne, with the permission of the Deutsche Borse.