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Comparing density forecast models |
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| Authors: | Yong Bao Tae‐Hwy Lee Burak Saltoğlu |
| Institution: | 1. University of Texas, San Antonio, Texas, USA;2. University of California, Riverside, California USA;3. Bosphorous University, Istanbul, Turkey |
| Abstract: | |
| Keywords: | density forecast comparison KLIC predictive log‐likelihood reality check |