Evaluating Density Forecasts with an Application to Stock Market Returns
Year of publication: |
2002-02-18
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Authors: | Raaij, Gabriela de ; Raunig, Burkhard |
Institutions: | Oesterreichische Nationalbank |
Subject: | Density forecasting | Forecast evaluation | Risk management | GARCH-models |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The price is Free subject to availability 3 pages long |
Classification: | G10 - General Financial Markets. General ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications |
Source: |
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Evaluating Density Forecasts with an Application to Stock Market Returns
Raunig, Burkhard, (2002)
-
Evaluating Density Forecasts with an Application to Stock Market Returns
de Raaij, Gabriela, (2002)
-
Evaluating Density Forecasts with an Application to Stock Market Returns
Raunig, Burkhard, (2002)
- More ...
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Raunig, Burkhard, (2002)
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Evaluating density forecasts with an application to stock market returns
Raaij, Gabriela de, (2002)
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Raunig, Burkhard, (1998)
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