Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Francis X. Diebold ; Jinyong Hahn ; Anthony S. Tay
| Year of publication: |
1998
|
|---|---|
| Authors: | Diebold, Francis X. ; Hahn, Jinyong ; Tay, Anthony S. A. |
| Publisher: |
New York, NY |
| Subject: | Prognoseverfahren | Forecasting model | Statistische Methodenlehre | Statistical theory | Schätztheorie | Estimation theory | Kapitaleinkommen | Capital income | Devisenmarkt | Foreign exchange market | Theorie | Theory | Schätzung | Estimation | USA | United States | Japan | Deutschland | Germany | 1996 |
| Extent: | 24, [11], 26 S. : graph. Darst |
|---|---|
| Series: | Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business. - New York, NY, ZDB-ID 2263055-7. |
| 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/10000998139