Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Francis X. Diebold; Jinyong Hahn; Anthony S. Tay
| Year of publication: |
1998
|
|---|---|
| Authors: | Diebold, Francis X. ; Hahn, Jinyong ; Tay, Anthony S. A. |
| Publisher: |
Cambridge, Mass. : National Bureau of Economic Research |
| 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 | Bewertung | Multivariate Wahrscheinlichkeitsverteilung |
| Extent: | 26, [14] S graph. Darst |
|---|---|
| Series: | Working paper / National Bureau of Economic Research, Inc.. - Cambridge, Mass. : National Bureau of Economic Research, Inc., ISSN 0898-2937, ZDB-ID 1223905-7. - Vol. 6845 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 23 - 26 |
| Classification: | Methoden und Techniken der Volkswirtschaft ; Währung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000682409