Likelihood-based scoring rules for comparing density forecasts in tails
Work
Year: 2011
Type: article
Source: Journal of Econometrics
Institution Erasmus University Rotterdam
Cites: 65
Cited by: 153
Related to: 10
FWCI: 10.85
Citation percentile (by year/subfield): 97.72
Subfield: Finance
Domain: Social Sciences
Open Access status: green