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
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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