Evaluating interval forecasts of high-frequency financial data
Year of publication: |
2003
|
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Authors: | Clements, Michael P. ; Taylor, Nicholas |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 18.2003, 4, p. 445-456
|
Subject: | Prognoseverfahren | Forecasting model | Finanzmarkt | Financial market | Theorie | Theory |
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