Evaluation and combination of conditional quantile forecast
Raffaella Giacomini and Ivana Komunjer
| Year of publication: |
June 2003
|
|---|---|
| Other Persons: | Giacomini, Raffaella (contributor) ; Komunjer, Ivana (contributor) |
| Institutions: | Boston College / Department of Economics (contributor) |
| Publisher: |
Chestnut Hill, Mass. : Boston College, Dept. of Economics |
| Subject: | Prognoseverfahren | Forecasting model | Theorie | Theory | Momentenmethode | Method of moments | Risikomaß | Risk measure |
| Extent: | Online-Ressource, 43 p., text ill |
|---|---|
| Series: | Boston College working papers in economics. - Chestnut Hill, MA, ZDB-ID 2122341-5. - Vol. 571 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002911904