Evaluating density forecasts via the copula approach
Xiaohong Chen and Yanqin Fan
| Year of publication: |
2004
|
|---|---|
| Authors: | Chen, Xiaohong ; Fan, Yanqin |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 1.2004, 1, p. 74-84
|
| Subject: | Prognoseverfahren | Forecasting model | Theorie | Theory | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003307253