Bayesian Assessment of Dynamic Quantile Forecasts
Richard Gerlach,
Cathy W. S. Chen () and
Edward Lin ()
Journal of Forecasting, 2016, vol. 35, issue 8, 751-764
Date: 2016
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Working Paper: Bayesian Assessment of Dynamic Quantile Forecasts (2014) 
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Persistent link: https://EconPapers.repec.org/RePEc:wly:jforec:v:35:y:2016:i:8:p:751-764
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