Likelihood-based scoring rules for comparing density forecasts in tails
| Year of publication: |
2011
|
|---|---|
| Authors: | Diks, Cees ; Panchenko, Valentyn ; van Dijk, Dick |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 163.2011, 2, p. 215-231
|