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Density forecasting with time-varying higher moments : a model confidence set approach
Wilhelmsson, Anders - In: Journal of forecasting 32 (2013) 1, pp. 19-31
Persistent link: https://www.econbiz.de/10009758731
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Garch forecasting performance under different distribution assumptions
Wilhelmsson, Anders - In: Journal of forecasting 25 (2006) 8, pp. 561-578
Persistent link: https://www.econbiz.de/10003402056
Cover Image
Garch forecasting performance under different distribution assumptions
Wilhelmsson, Anders - In: Journal of forecasting 25 (2006) 8, pp. 561-578
Persistent link: https://www.econbiz.de/10007393854
Cover Image
Density Forecasting with Time‐Varying Higher Moments: A Model Confidence Set Approach
Wilhelmsson, Anders - In: Journal of forecasting 32 (2013) 1, pp. 19-31
Persistent link: https://www.econbiz.de/10010061472