Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
by Francis X. Diebold; Jinyong Hahn; Anthony S. Tay
Year of publication: |
1999
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Authors: | Diebold, Francis X. ; Hahn, Jinyong ; Tay, Anthony S. A. |
Publisher: |
[Philadelphia, Pa.] |
Subject: | Prognoseverfahren | Forecasting model | Statistische Methodenlehre | Statistical theory | Schätztheorie | Estimation theory | Kapitaleinkommen | Capital income | Devisenmarkt | Foreign exchange market | Theorie | Theory | Schätzung | Estimation | USA | United States | Japan | Deutschland | Germany |
Saved in:
freely available
Extent: | 26, [11] S graph. Darst |
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Series: | Financial Institutions Center. - Philadelphia, Pa., ZDB-ID 2252130-6. - Vol. 99,05 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Gesamtt. lt. Eröffnungsbildschirm Systemvoraussetzungen: Acrobat reader |
Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001426216