Predicting the Distribution of Stock Returns: Model Formulation, Statistical Evaluation, VaR Analysis and Economic Significance

Publisher: John Wiley & Sons Inc

E-ISSN: 1099-131x|34|3|191-208

ISSN: 0277-6693

Source: JOURNAL OF FORECASTING, Vol.34, Iss.3, 2015-04, pp. : 191-208

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Abstract