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

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Assessing the value of Hermite densities for predictive distributions
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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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