Efficient evaluation of multidimensional time-varying density forecasts, with applications to risk management
Year of publication: |
2012
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Authors: | Polanski, Arnold ; Stoja, Evarist |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943x. - Vol. 28.2012, 2, p. 343-353
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