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Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.
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Hahn, Jinyong
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Tay, Anthony S. A.
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1999
Persistent link: https://www.econbiz.de/10001426216
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Testing, comparing, and combining value-at-risk measures
Christoffersen, Peter F.
;
Hahn, Jinyong
;
Inoue, Atsushi
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1999
Persistent link: https://www.econbiz.de/10001427788
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