TY  - BOOK
T1  - Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
T2  - NBER working paper series
A1  - Diebold, Francis X.
A2  - Hahn, Jinyong
A2  - Tay, Anthony S.
LA  - English
PP  - Cambridge
PB  - National Bureau of Economic Research
YR  - 1998
UL  - https://ds.mainlib.upd.edu.ph/Record/UP-99796217603601511
OP  - 26
CN  - HB 171 N38 no.6845
KW  - Foreign exchange rates : Econometric models.
KW  - Foreign exchange rates : Forecasting.
KW  - Economic forecasting : Econometric models.
KW  - Multivariate analysis.
ER  -