Density forecast evaluation for misspecification of the kurtosis - From the archive

Predictive quality density forecast: density forecast evaluation for misspecification of the kurtosis - From the archive

This article was originally published in Aenorm 90, February 2016. Nathan Bijleveld finished his Bachelor in Econometrics in 2017. Nathan finished his Master in Econometrics in 2018 and is now working at ING as Data Scientist. Today, we will have a look at the Bachelor thesis of our former Board Member.

Read the article here!