Pages that link to "Item:Q4687301"

The following pages link to Density Forecasting with Time‐Varying Higher Moments: A Model Confidence Set Approach (Q4687301):

Displaying 9 items.

• Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates (Q289183) (← links)
• Initial distribution spread: a density forecasting approach (Q446110) (← links)
• Modelling time-varying higher moments with maximum entropy density (Q834290) (← links)
• Model complexity and out-of-sample performance: evidence from S\&P 500 index returns (Q1657302) (← links)
• Improving density forecast by modeling asymmetric features: an application to S{\&}P500 returns (Q2455633) (← links)
• Density forecast of financial returns using decomposition and maximum entropy (Q2694014) (← links)
• Moment tests for density forecast evaluation in the presence of parameter estimation uncertainty (Q3018666) (← links)
• Dynamic density forecasts for multivariate asset returns (Q3101653) (← links)
• (Q5474883) (← links)