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"Improving density forecast by modeling asymmetric features: An application ..."
Zhongsheng Hua, Bin Zhang (2008)
- Zhongsheng Hua, Bin Zhang:
Improving density forecast by modeling asymmetric features: An application to S&P500 returns. Eur. J. Oper. Res. 185(2): 716-725 (2008)
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