Forecasting dynamic return distributions based on ordered binary choice
| Author(s): | doc. PhDr. Jozef Baruník Ph.D., Stanislav Anatolyev |
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| Type: | Articles in journals with impact factor |
| Year: | 2019 |
| Number: | 0 |
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| Published in: | International Journal of Forecasting, 35(3), pp.823-835, preprint PDF + replication code. |
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| Abstract: |
