Time series mixtures of generalized t experts : ML estimation and an application to stock return density forecasting
Year of publication: |
2010
|
---|---|
Authors: | Carvalho, Alexandre Ywata de ; Skoulakis, Georgios |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 29.2010, 5/6, p. 642-687
|
Subject: | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Statistische Verteilung | Statistical distribution | USA | United States | 1990-1999 |
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