Multivariate density forecast evaluation and calibration in financial risk management : high-frequency returns on foreign exchange
Francis X. Diebold, Jinyong Hahn, and Anthony S. Tay
| Year of publication: |
1999
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|---|---|
| Authors: | Diebold, Francis X. ; Hahn, Jinyong ; Tay, Anthony S. A. |
| Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 81.1999, 4, p. 661-673
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| Subject: | Prognoseverfahren | Forecasting model | Multivariate Analyse | Multivariate analysis | Kapitaleinkommen | Capital income | Devisenmarkt | Foreign exchange market | Theorie | Theory | Wechselkurs | Exchange rate | Schätzung | Estimation | USA | United States | Japan | Deutschland | Germany | 1996 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The review of economics and statistics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001437391