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
Link To Document :
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