Pages that link to "Item:Q988105"
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The following pages link to The asymptotic efficiency of improved prediction intervals (Q988105):
Displaying 5 items.
- Quantile-based estimative VaR forecast and dependence measure: a simulation approach (Q778634) (← links)
- A justification of conditional confidence intervals (Q2044389) (← links)
- The improved value-at-risk for heteroscedastic processes and their coverage probability (Q2183904) (← links)
- (Q5262064) (← links)
- The Relative Efficiency of Prediction Intervals (Q5438325) (← links)