Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
| Auteur principal: | |
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| Autres auteurs: | , |
| Format: | Livre |
| Langue: | English |
| Publié: |
Cambridge
National Bureau of Economic Research
1998.
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| Collection: | NBER working paper series
no.6845 |
| Sujets: |