Improving Density Forecasts and Value-at-Risk Estimates by Combining Densities

A. Opschoor, D. van Dijk, M. van der Wel

Research output: Working paper / Preprint › Working paper › Professional

Name	TI Discussion Paper
No.	14-090/III

Access to Document

@techreport{d011d1b2b5fb441490cee060809b95cd,

title = "Improving Density Forecasts and Value-at-Risk Estimates by Combining Densities",

author = "A. Opschoor and {van Dijk}, D. and {van der Wel}, M.",

year = "2014",

language = "English",

series = "TI Discussion Paper",

publisher = "Tinbergen Institute",

number = "14-090/III",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}