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Special issue on density forecasting in economics and finance
Timmermann, Allan, (2000)
Density forecasting : a survey
Tay, Anthony S. A., (2000)
Forcasting time-dependent conditional densities : a semi-non-parametric neural network approach
Schittenkopf, Christian, (2000)
Evaluating predictive performance of value-at-risk models in emerging markets : a reality check
Bao, Yong, (2006)
Asymmetric predictive abilities of nonlinear modes for stock returns : evidence from density forecast comparison
Evaluating Predictive Performance of Value-at-Risk Models in Emerging Markets : A Reality Check
Bao, Yong, (2016)