geweke-amisano-appendix.pdf
Creators:
John Geweke
;
Gianni Amisano
From the dataset abstract
Motivated by the common problem of constructing predictive distributions for daily asset returns over horizons of one to several trading days, this article introduces a new model for time...
Metadata
| Field | Value |
|---|---|
| Format | application/pdf |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/f9d96c25-7876-4f66-9ea2-1d88e5efe0d4/resource/c3672fc1-e3e0-46aa-a506-df89d852c32f/download/geweke-amisano-appendix.pdf |
| Last updated | November 16, 2022 |
| Created | November 16, 2022 |
