Assessing the value of Hermite densities for predictive distributions

Ignacio Mauleón ()

Journal of Forecasting, 2010, vol. 29, issue 8, 689-714

Abstract: HASH(0x1009bdf98)

Keywords: Hermitian densities; Hansen's; VaR; Berkowitz test (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (5)

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