Improving density forecast by modeling asymmetric features: an application to S{\&}P500 returns (Q2455633)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improving density forecast by modeling asymmetric features: an application to S{\&}P500 returns |
scientific article |
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Improving density forecast by modeling asymmetric features: an application to S{\&}P500 returns (English)
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25 October 2007
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Forecasting
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density forecasts
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asymmetry
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time series
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two-piece normal distribution
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