Evaluation and combination of conditional quantile forecasts
Raffaella Giacomini; Ivana Komunjer
| Year of publication: |
2005
|
|---|---|
| Authors: | Giacomini, Raffaella ; Komunjer, Ivana |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 23.2005, 4, p. 416-431
|
| Subject: | Prognoseverfahren | Forecasting model | Momentenmethode | Method of moments | Risikomaß | Risk measure | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003193455