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Other versions of this item:
- Raffaella Giacomini & Andreas Gottschling & Christian Haefke & Halbert White, 2002. "Hypernormal densities," Economics Working Papers 638, Department of Economics and Business, Universitat Pompeu Fabra.
- Raffaella Giacomini & Andreas Gottschling & Christian Haefke & Halbert White, 2002. "Hypernormal Densities," Boston College Working Papers in Economics 584, Boston College Department of Economics.
References listed on IDEAS
- McDonald, James B, 1984. "Some Generalized Functions for the Size Distribution of Income," Econometrica, Econometric Society, vol. 52(3), pages 647-663, May.
- Anthony Tay & Kenneth F. Wallis, 2000. "Density Forecasting: A Survey," Econometric Society World Congress 2000 Contributed Papers 0370, Econometric Society.
- Karim Abadir, 1999.
"An introduction to hypergeometric functions for economists,"
Taylor & Francis Journals, vol. 18(3), pages 287-330.
- Abadir, Karim, 1995. "An Introduction to Hypergeometric Functions for Economists," Discussion Papers 9510, University of Exeter, Department of Economics.
- Bollerslev, Tim, 1987. "A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return," The Review of Economics and Statistics, MIT Press, vol. 69(3), pages 542-547, August.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Alexandre Carvalho & Georgios Skoulakis, 2010. "Time Series Mixtures of Generalized t Experts: ML Estimation and an Application to Stock Return Density Forecasting," Econometric Reviews, Taylor & Francis Journals, vol. 29(5-6), pages 642-687.
More about this item
KeywordsARMA-GARCH Models; neural networks; nonparametric density estimation; forecast accuracy;
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
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