Testing Interval Forecasts: A New GMM-based Test
| Year of publication: |
2011
|
|---|---|
| Authors: | DUMITRESCU, Elena-Ivona ; HURLIN, Christophe ; MADKOUR, Jaouad |
| Institutions: | Laboratoire d'Économie d'Orléans (LEO), Faculté de droit, d'économie et de gestion |
| Subject: | Interval forecasts | GMM | Value-at-Risk |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Number 1549 |
| Source: |
Persistent link: https://www.econbiz.de/10010934206