Forecasting dynamic return distributions based on ordered binary choice
Year of publication: |
2019
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Authors: | Anatolyev, Stanislav ; Baruník, Jozef |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 35.2019, 3, p. 823-835
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Subject: | Asset returns | Conditional probability | Ordered binary choice | Predictive distribution | Probability forecasting | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Wahrscheinlichkeitsrechnung | Probability theory | Präferenztheorie | Theory of preferences | Statistische Verteilung | Statistical distribution |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Erratum enthalten in: Volume 37, issue 3 (July/September 2021), Seite 1298-1299 |
Other identifiers: | 10.1016/j.ijforecast.2019.01.005 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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