Evaluating density forecasts from models of stock market returns
Year of publication: |
2005
|
---|---|
Authors: | Raaij, Gabriela De ; Raunig, Burkhard |
Published in: |
The European Journal of Finance. - Taylor & Francis Journals, ISSN 1351-847X. - Vol. 11.2005, 2, p. 151-166
|
Publisher: |
Taylor & Francis Journals |
Subject: | Density forecasting | forecast evaluation | risk management | GARCH models |
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Evaluating Density Forecasts with an Application to Stock Market Returns
Raunig, Burkhard, (2002)
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Evaluating Density Forecasts with an Application to Stock Market Returns
de Raaij, Gabriela, (2002)
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Evaluating density forecasts with an application to stock market returns
Raaij, Gabriela de, (2002)
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Evaluating density forecasts with an application to stock market returns
Raaij, Gabriela de, (2002)
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Evaluating density forecasts with an application to stock market returns
Raaij, Gabriela de, (2002)
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Evaluating density forecasts from models of stock market returns
Raaij, Gabriela de, (2005)
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