Evaluating Individual and Combined Density Forecasting Models

Additional Metadata
Keywords	Density Forecasting; Stochastic Volatility; Model Combination; Affine Jump Diffusion; Probability Integral Transform; Auxiliary Particle Filter
Thesis Advisor	Zaharieva, M.D.
Persistent URL	hdl.handle.net/2105/53494
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Roersma, V. (2020, November 13). Evaluating Individual and Combined Density Forecasting Models. Econometrie. Retrieved from http://hdl.handle.net/2105/53494

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