Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange

Библиографические подробности
Главный автор:	Diebold, Francis X.
Другие авторы:	Hahn, Jinyong, Tay, Anthony S.
Формат:	‌
Язык:	English
Опубликовано:	Cambridge National Bureau of Economic Research 1998.
Серии:	NBER working paper series no.6845
Предметы:	Foreign exchange rates > Econometric models. Foreign exchange rates > Forecasting. Economic forecasting > Econometric models. Multivariate analysis.