Density Forecasting with Time‐Varying Higher Moments: A Model Confidence Set Approach
| Year of publication: |
2013
|
|---|---|
| Authors: | Wilhelmsson, Anders |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 32.2013, 1, p. 19-31
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