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dc.contributor.author윤재호*
dc.date.accessioned2016-08-28T11:08:58Z-
dc.date.available2016-08-28T11:08:58Z-
dc.date.issued2014*
dc.identifier.issn0378-4266*
dc.identifier.otherOAK-12003*
dc.identifier.urihttps://dspace.ewha.ac.kr/handle/2015.oak/228277-
dc.description.abstractAffine jump diffusion; Beta transformation; Density forecasts; Particle filters; Time-series consistency; Time-varying jump risk premia*
dc.languageEnglish*
dc.publisherElsevier*
dc.titleOut-of-sample density forecasts with affine jump diffusion models*
dc.typeArticle*
dc.relation.issue1*
dc.relation.volume47*
dc.relation.indexSSCI*
dc.relation.indexSCOPUS*
dc.relation.startpage74*
dc.relation.lastpage87*
dc.relation.journaltitleJournal of Banking and Finance*
dc.identifier.doi10.1016/j.jbankfin.2014.06.024*
dc.identifier.wosidWOS:000343345400007*
dc.identifier.scopusid2-s2.0-84904980224*
dc.author.googleYun J.*
dc.contributor.scopusid윤재호(55545901200)*
dc.date.modifydate20231123105943*
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사회과학대학 > 경제학전공 > Journal papers
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