Improving density forecast by modeling asymmetric features: An application to S&P500 returns
| Year of publication: |
2008
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|---|---|
| Authors: | Hua, Zhongsheng ; Zhang, Bin |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 185.2008, 2, p. 716-725
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