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

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

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages45
Publication statusPublished - 2014

Publication series

NameTI Discussion Paper
No.14-090/III

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