REAL-TIME MULTIVARIATE DENSITY FORECAST EVALUATION AND CALIBRATION: MONITORING THE RISK OF HIGH-FREQUENCY RETURNS ON FOREIGN EXCHANGE
| Year of publication: |
1998
|
|---|---|
| Authors: | Diebold, Francis X. ; Hahn, Jinyong ; Tay, Anthony S. |
| Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 1998, 6845
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