Assessing the value of Hermite densities for predictive distributions (Q3065553)

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scientific article; zbMATH DE number 5833053
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    Assessing the value of Hermite densities for predictive distributions
    scientific article; zbMATH DE number 5833053

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      Assessing the value of Hermite densities for predictive distributions (English)
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      6 January 2011
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      Hermitian densities
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      Hansen's \(t\)
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      VaR
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      Berkowitz test
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