Using auto-regressive logit models to forecast the exceedance probability for financial risk management
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Stanislav Anatolyev & Jozef Barunik, 2017. "Forecasting dynamic return distributions based on ordered binary choice and cross-quantile predictability connection," Papers 1711.05681, arXiv.org, revised Oct 2018.
- repec:gam:jrisks:v:6:y:2018:i:2:p:45-:d:142858 is not listed on IDEAS
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