Predicting the distribution of stock returns: model formulation, statistical evaluation, VaR analysis and economic significance (Q4687541)
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scientific article; zbMATH DE number 6952452
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| English | Predicting the distribution of stock returns: model formulation, statistical evaluation, VaR analysis and economic significance |
scientific article; zbMATH DE number 6952452 |
Statements
Predicting the Distribution of Stock Returns: Model Formulation, Statistical Evaluation, VaR Analysis and Economic Significance (English)
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12 October 2018
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density forecast
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evaluation criterion
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forecast combination, GARCH models
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0.7900546789169312
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0.7609232664108276
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0.7525637745857239
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0.7410711646080017
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0.7395586967468262
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