barunik / distributionalforecasts.jl Goto Github PK
View Code? Open in Web Editor NEWCode accompanying the Anatolyev, S. and Baruník, J., (2019). Forecasting dynamic return distributions based on ordered binary choice. International Journal of Forecasting, 35(3), pp.823-835
Home Page: https://doi.org/10.1016/j.ijforecast.2019.01.005
License: MIT License