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

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

ग्रंथसूची विवरण
मुख्य लेखक: Diebold, Francis X.
अन्य लेखक: Hahn, Jinyong, Tay, Anthony S.
स्वरूप: पुस्तक
भाषा:English
प्रकाशित: Cambridge National Bureau of Economic Research 1998.
श्रृंखला:NBER working paper series no.6845
विषय:
Foreign exchange rates > Econometric models.
Foreign exchange rates > Forecasting.
Economic forecasting > Econometric models.
Multivariate analysis.