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Comparing density forecast models
Bao, Yong
;
Lee, Tae-hwy
;
Saltoǧlu, Burak
- In:
Journal of forecasting
26
(
2007
)
3
,
pp. 203-225
Persistent link: https://www.econbiz.de/10003454467
Saved in:
2
Evaluating predictive performance of value-at-risk models in emerging markets : a reality check
Bao, Yong
;
Lee, Tae-hwy
;
Saltoǧlu, Burak
- In:
Journal of forecasting
25
(
2006
)
2
,
pp. 101-128
Persistent link: https://www.econbiz.de/10003309378
Saved in:
3
Evaluating predictive performance of value-at-risk models in emerging markets: a reality check
Bao, Yong
;
Lee, Tae-Hwy
;
Saltoglu, Burak
- In:
Journal of forecasting
25
(
2006
)
2
,
pp. 101-128
Persistent link: https://www.econbiz.de/10006871319
Saved in:
4
Comparing density forecast modelsFNR HREF="fn1"> FN ID="fn1">Previous versions of this paper have been circulated with the title, 'A Test for Density Forecast Comparison with Applications to Risk Management' since October 2003; see Bao et al. (2004).
Bao, Yong
;
Lee, Tae-Hwy
;
Saltoglu, Burak
- In:
Journal of forecasting
26
(
2007
)
3
,
pp. 203
Persistent link: https://www.econbiz.de/10007770845
Saved in:
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