Work

Predicting daily probability distributions of S&P500 returns

Year: 2000

Type: article

Source: Journal of Forecasting

DOI: 10.1002/1099-131x(200007)19:4<375::aid-for779>3.0.co;2-u

Authors: Andreas S. Weigend, Shanming Shi

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3123624817

FWCI: 3.767

Cites: 26

Cited by: 69

Related to: 10