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for the working paper

Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails
Dick van Dijk, Cees Diks and Valentyn Panchenko
CeNDEF Working Papers from Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance
Read abstract and download full text files (if available) at EconPapers

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Access Statistics for the working paper
Month Downloads Abstract Views 
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Statistics updated 2025-09-04