Improving density forecast by modeling asymmetric features: An application to S&P500 returns
| Year of publication: |
2008
|
|---|---|
| Authors: | Hua, Zhongsheng ; Zhang, Bin |
| Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 185.2008, 2, p. 716-725
|
| Publisher: |
Elsevier |