Comparing density forecast modelsFNR HREF="fn1"> FN ID="fn1">Previous versions of this paper have been circulated with the title, 'A Test for Density Forecast Comparison with Applications to Risk Management' since October 2003; see Bao et al. (2004).
| Year of publication: |
2007
|
|---|---|
| Authors: | Bao, Yong ; Lee, Tae-Hwy ; Saltoglu, Burak |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 26.2007, 3, p. 203
|