Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange

Bibliographische Detailangaben
1. Verfasser:	Diebold, Francis X.
Weitere Verfasser:	Hahn, Jinyong, Tay, Anthony S.
Format:	Buch
Sprache:	Englisch
Veröffentlicht:	Cambridge National Bureau of Economic Research 1998.
Schriftenreihe:	NBER working paper series no.6845
Schlagworte:	Foreign exchange rates > Econometric models. Foreign exchange rates > Forecasting. Economic forecasting > Econometric models. Multivariate analysis.