Improving Density Forecasts and Value-at-Risk Estimates by Combining Densities
- 期刊名称SSRN Electronic Journal
- 作者Opschoor, Anne; van Dijk, Dick J. C.; van der Wel, Michel
- 电子ISSN1556-5068
- 文件大小1036.37KB
- 发表时间2014
- DOI10.2139/ssrn.2469024
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