Evaluating Density Forecasts
Year of publication: |
1997-10
|
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Authors: | Diebold, Francis ; Gunther, Todd A. ; Tay, Anthony S. |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | EFG published as (newly titled "Evaluating Density Forecasts, with Applications to Financial Risk Management") International Economic Review, Vol. 39 (1998): 863-883. Number 0215 |
Classification: | C5 - Econometric Modeling |
Source: |
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