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"Improving density forecast by modeling asymmetric features: An application ..."

Zhongsheng Hua, Bin Zhang (2008)

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DOI: 10.1016/J.EJOR.2007.01.005

access: closed

type: Journal Article

metadata version: 2022-10-02

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Zhongsheng Hua, Bin Zhang:
Improving density forecast by modeling asymmetric features: An application to S&P500 returns. Eur. J. Oper. Res. 185(2): 716-725 (2008)

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