Predicting the Distribution of Stock Returns: Model Formulation, Statistical Evaluation, VaR Analysis and Economic Significance
| Year of publication: |
2015
|
|---|---|
| Authors: | Massacci, Daniele |
| Published in: |
Journal of Forecasting. - John Wiley & Sons, Ltd.. - Vol. 34.2015, 3, p. 191-208
|
| Publisher: |
John Wiley & Sons, Ltd. |