by Giuseppe Sanfilippo, Gianna Agró, Frank Lad
Reference:
Giuseppe Sanfilippo, Gianna Agró, Frank Lad, "Assessing fat-tailed sequential forecast distributions for the Dow-Jones index with logarithmic scoring rules", In Bulletin of the International Statistical Institute: Proc of the 56th Session of the International Statistical Institute, ISI'07, Lisbon. August 22-29, vol. LXII(2007), pp. 5681-5684, 2007.
Bibtex Entry:
@INPROCEEDINGS{2007SAL-ISI,
author = {Giuseppe Sanfilippo and Gianna Agr\'{o} and Frank Lad},
title = {Assessing fat-tailed sequential forecast distributions for the Dow-Jones
index with logarithmic scoring rules},
booktitle = {Bulletin of the International Statistical
Institute: Proc of the 56th Session of the International Statistical
Institute, ISI'07, Lisbon. August 22-29},
year = {2007},
editor = {Gomes, M. Ivette and Pinto Martins, Jos\`e Alberto and Silva, Jos\`e
Alberto},
volume = {LXII(2007)},
pages = {5681-5684},
note = {ISBN: 978-972-673-992-0},
isbn={978-972-673-992-0},
file = {:http\://sites.unipa.it/sanfilippo/pdf/2007/ISI07/ISI_original_2007.pdf:PDF},
url = {http://sites.unipa.it/sanfilippo/pdf/2007/ISI07/ISI_original_2007.pdf}
}