Combining density forecasts using focused scoring rules
Year of publication: |
November/December 2017
|
---|---|
Authors: | Opschoor, Anne ; Dijk, Dick van ; Wel, Michel van der |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 32.2017, 7, p. 1298-1313
|
Subject: | Prognoseverfahren | Forecasting model | Wahrscheinlichkeitsrechnung | Probability theory | Volatilität | Volatility | Kapitalmarktrendite | Capital market returns | Schätzung | Estimation | Welt | World | 2000-2013 |
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