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Exponentially smoothing the skewed laplace distribution for value-at-risk forecasting
Gerlach, Richard; Lu, Zu-di; Huang, Hai - In: Journal of forecasting 32 (2013) 6, pp. 534-550
Persistent link: https://www.econbiz.de/10009789677
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Linear regression forecasting in the presence of AR(1) disturbances
Latif, Abdul - In: Journal of forecasting 12 (1993) 6, pp. 513-524
Persistent link: https://www.econbiz.de/10001146888
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Exponentially Smoothing the Skewed Laplace Distribution for Value‐at‐Risk Forecasting
Gerlach, Richard; Lu, Zudi; Huang, Hai - In: Journal of forecasting 32 (2013) 6, pp. 534-550
Persistent link: https://www.econbiz.de/10010156095