Likelihood-Based Scoring Rules for Comparing Density Forecast in Tails

C Diks, V Panchenko, Dick van Dijk

Research output: Contribution to journalArticleAcademicpeer-review

55 Citations (Scopus)
Original languageEnglish
Pages (from-to)215-230
Number of pages16
JournalJournal of Econometrics
Volume163
Issue number2
DOIs
Publication statusPublished - 2011

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