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Comparing density forecast models
Bao, Yong; Lee, Tae-hwy; Saltoǧlu, Burak - In: Journal of forecasting 26 (2007) 3, pp. 203-225
Persistent link: https://www.econbiz.de/10003454467
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Evaluating predictive performance of value-at-risk models in emerging markets : a reality check
Bao, Yong; Lee, Tae-hwy; Saltoǧlu, Burak - In: Journal of forecasting 25 (2006) 2, pp. 101-128
Persistent link: https://www.econbiz.de/10003309378
Cover Image
Evaluating predictive performance of value-at-risk models in emerging markets: a reality check
Bao, Yong; Lee, Tae-Hwy; Saltoglu, Burak - In: Journal of forecasting 25 (2006) 2, pp. 101-128
Persistent link: https://www.econbiz.de/10006871319