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Likelihood-based scoring rules for comparing density forecasts in tails
Diks, Cees
;
Panchenko, Valentyn
;
van Dijk, Dick
- In:
Journal of econometrics
163
(
2011
)
2
,
pp. 215-231
Persistent link: https://www.econbiz.de/10009163367
Saved in:
2
Likelihood-based scoring rules for comparing density forecasts in tails
Diks, Cees G. H.
;
Panchenko, Valentyn
;
Dijk, Dick van
- In:
Journal of econometrics
163
(
2011
)
2
,
pp. 215-230
Persistent link: https://www.econbiz.de/10009270608
Saved in:
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