Predicting the distribution of stock returns : model formulation, statistical evaluation, VaR analysis and economic significance
Daniele Massacci
| Year of publication: |
2015
|
|---|---|
| Authors: | Massacci, Daniele |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 34.2015, 3, p. 191-208
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| Subject: | stock returns | density forecast | evaluation criterion | forecast combination | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Theorie | Theory | Statistische Verteilung | Statistical distribution | Börsenkurs | Share price | VAR-Modell | VAR model | Statistische Methodenlehre | Statistical theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011305266