Density forecasting with time-varying higher moments : a model confidence set approach
Anders Wilhelmsson
| Year of publication: |
2013
|
|---|---|
| Authors: | Wilhelmsson, Anders |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 32.2013, 1, p. 19-31
|
| Subject: | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009758731