Anders Wilhelmsson

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Density Forecasting with Time‐Varying Higher Moments: A Model Confidence Set Approach
Journal of Forecasting
2018-10-11Paper
Value at risk with time varying variance, skewness and kurtosis-the NIG-ACD model
Econometrics Journal
2010-06-08Paper


Research outcomes over time


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