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Assessing the value of Hermite densities for predictive distributions

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  • Ignacio Mauleón

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  • Ignacio Mauleón, 2010. "Assessing the value of Hermite densities for predictive distributions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(8), pages 689-714, December.
    • Handle: RePEc:jof:jforec:v:29:y:2010:i:8:p:689-714
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    File URL: http://hdl.handle.net/10.1002/for.1160
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    Citations

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    Cited by:

    1. Mauleón, Ignacio, 2016. "Photovoltaic learning rate estimation: Issues and implications," Renewable and Sustainable Energy Reviews, Elsevier, vol. 65(C), pages 507-524.
    2. Inés Jiménez & Andrés Mora-Valencia & Javier Perote, 2022. "Dynamic selection of Gram–Charlier expansions with risk targets: an application to cryptocurrencies," Risk Management, Palgrave Macmillan, vol. 24(1), pages 81-99, March.
    3. Ignacio Mauleón, 2022. "Contributions to Risk Assessment with Edgeworth–Sargan Density Expansions (I): Stability Testing," Mathematics, MDPI, vol. 10(7), pages 1-18, March.
    4. Jiménez, Inés & Mora-Valencia, Andrés & Perote, Javier, 2022. "Has the interaction between skewness and kurtosis of asset returns information content for risk forecasting?," Finance Research Letters, Elsevier, vol. 49(C).
    5. Jiménez, Inés & Mora-Valencia, Andrés & Perote, Javier, 2023. "Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model," Emerging Markets Review, Elsevier, vol. 56(C).

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