A boosting method for time-varying density forecasting of volatility

Additional Metadata
Keywords	Distributional forecasting; natural gradient boosting; realized volatility; conditional density; clusterization
Thesis Advisor	Kleen, O
Persistent URL	hdl.handle.net/2105/72946
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA APA Style APA-ALL Style AAA 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	Baron, H.F. (2024). A boosting method for time-varying density forecasting of volatility. In Econometrie.http://hdl.handle.net/2105/72946

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