• Title of article

    Improving density forecast by modeling asymmetric features: An application to S&P500 returns

  • Author/Authors

    Zhongsheng Hua، نويسنده , , Bin Zhang، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2008
  • Pages
    10
  • From page
    716
  • To page
    725
  • Keywords
    Forecasting , Density forecasts , Asymmetry , time series , Two-piece normal distribution
  • Journal title
    European Journal of Operational Research
  • Serial Year
    2008
  • Journal title
    European Journal of Operational Research
  • Record number

    217341