Time series mixtures of generalized t experts : ML estimation and an application to stock return density forecasting
Alexandre X. Carvalho and Georgios Skoulakis
| 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 |
| Extent: | graph. Darst. |
|---|---|
| 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/10008668106