Forecasting and Prequential Validation for Time Varying Meta-Elliptical Distributions

Research output: Contribution to journal › Article › peer-review

Original language	English
Journal	Journal of Time Series Econometrics
Volume	1
Issue number	2
DOIs	https://doi.org/10.2202/1941-1928.1005
Publication status	E-pub ahead of print - 8 Dec 2009

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@article{6dc823c7f2ca4795aeaa5f114b6864cc,

title = "Forecasting and Prequential Validation for Time Varying Meta-Elliptical Distributions",

author = "Alessio Sancetta and Arina Nikandrova",

year = "2009",

month = dec,

day = "8",

doi = "10.2202/1941-1928.1005",

language = "English",

volume = "1",

journal = "Journal of Time Series Econometrics",

number = "2",

}