Probabilistic Forecasting of Stock Returns using Distributional Regression Tree-Based Models

Additional Metadata
Keywords	Distributional forecasts; Probabilistic forecasts; Regression Trees; Distribution Forest; Distributional Adaptive Soft Trees; Continuous Ranked Probability Score; Beta-transformed Linear Pool; Ensemble; continuously compounded returns; ARMA; GARCH; Historical Simulation; Certainty Equivalent Rate
Thesis Advisor	Kleen, O
Persistent URL	hdl.handle.net/2105/67156
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	Jong, S.I. de. (2023, August 29). Probabilistic Forecasting of Stock Returns using Distributional Regression Tree-Based Models. Econometrie. Retrieved from http://hdl.handle.net/2105/67156

Publication