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Giacomini, Raffaella and Komunjer, Ivana (2005) Evaluation and combination of conditional quantile forecasts. Journal of Business & Economic Statistics, 23 (4). pp. 416-431. ISSN 0735-0015. doi:10.1198/073500105000000018. https://resolver.caltech.edu/CaltechAUTHORS:GIAjbes05

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