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Bao, Yong
Lee, Tae-hwy
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Evaluating predictive performance of value-at-risk models in emerging markets : a reality check
Bao, Yong
;
Lee, Tae-hwy
;
Saltoǧlu, Burak
- In:
Journal of forecasting
25
(
2006
)
2
,
pp. 101-128
Persistent link: https://www.econbiz.de/10003309378
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2
Comparing density forecast models
Bao, Yong
;
Lee, Tae-hwy
;
Saltoǧlu, Burak
- In:
Journal of forecasting
26
(
2007
)
3
,
pp. 203-225
Persistent link: https://www.econbiz.de/10003454467
Saved in:
3
Asymmetric predictive abilities of nonlinear modes for stock returns : evidence from density forecast comparison
Bao, Yong
;
Lee, Tae-hwy
-
2006
Persistent link: https://www.econbiz.de/10003350084
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