Exponentially Smoothing the Skewed Laplace Distribution for...

Journal of Forecasting 2013 / 09 Vol. 32; Iss. 6

Exponentially Smoothing the Skewed Laplace Distribution for Value-at-Risk Forecasting

Gerlach, Richard, Lu, Zudi, Huang, Hai
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Volume:
32
Language:
english
Journal:
Journal of Forecasting
DOI:
10.1002/for.2255
Date:
September, 2013
File:
PDF, 315 KB
english, 2013
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