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Evaluating density forecasts
Diebold, Francis X.; Gunther, Todd A.; Tay, Anthony S. A. - 1997
Persistent link: https://www.econbiz.de/10000967007
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Evaluating density forecasts
Diebold, Francis X. - 1997
Persistent link: https://www.econbiz.de/10000975146
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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.; Hahn, Jinyong; Tay, Anthony S. A. - 1998
Persistent link: https://www.econbiz.de/10000998139
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Evaluating density forecasts of inflation : the survey of professional forecasters
Diebold, Francis X.; Tay, Anthony S. A.; Wallis, … - 1997
Persistent link: https://www.econbiz.de/10000642829
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Evaluating density forecasts with applications to financial risk management
Diebold, Francis X. - In: International economic review 39 (1998) 4, pp. 863-883
Persistent link: https://www.econbiz.de/10001338810
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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.; Hahn, Jinyong; Tay, Anthony S. A. - 1999
Persistent link: https://www.econbiz.de/10001426216
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Statistics, data analysis, and decision modeling
Evans, James R. - 2010 - 4. ed., internat. ed.
Persistent link: https://www.econbiz.de/10003857594
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Statistics, data analysis, and decision modeling
Evans, James R.; Basu, Ayanendranath - 2013 - 5th ed., internat. ed.
Persistent link: https://www.econbiz.de/10009525190
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Statistics, data analysis, and decision modeling
Evans, James R.; Olson, David L. - 2003 - 2. ed
Persistent link: https://www.econbiz.de/10001665256
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Density forecast evaluation : theory and applications
Tay, Anthony S. A. - 1997
Persistent link: https://www.econbiz.de/10003327945