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~person:"Ruiz, Esther"
~person:"Sun, Yingying"
~subject:"Theorie"
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Ruiz, Esther
Sun, Yingying
González-Rivera, Gloria
18
Arroyo, Javier
3
Drost, Feike C.
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Lee, Tae-hwy
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Dahl, Christian M.
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Mazzeu, João Henrique Gonçalves
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International journal of forecasting
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A bootstrap approach for Generalized Autocontour testing Implications for VIX forecast densities
Mazzeu, João Henrique Gonçalves
;
González-Rivera, Gloria
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 971-990
Persistent link: https://www.econbiz.de/10012406197
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2
Density forecast evaluation in unstable environments
González-Rivera, Gloria
;
Sun, Yingying
- In:
International journal of forecasting
33
(
2017
)
2
,
pp. 416-432
Persistent link: https://www.econbiz.de/10011922146
Saved in:
3
Generalized autocontours : evaluation of multivariate density models
González-Rivera, Gloria
;
Sun, Yingying
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 799-814
Persistent link: https://www.econbiz.de/10011474574
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