Kernel density estimation for time series data
Author:
Funder
Time-Varying Quantiles
Publisher
Elsevier BV
Subject
Business and International Management
Reference29 articles.
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2. Volatility and correlation forecasting;Andersen,2006
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4. Testing density forecasts, with applications to risk management;Berkowitz;Journal of Business and Economic Statistics,2001
5. Bandwidth selection for the smoothing of distribution functions;Bowman;Biometrika,1998
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