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

Podrobná bibliografie
Hlavní autor:	Diebold, Francis X.
Další autoři:	Hahn, Jinyong, Tay, Anthony S.
Médium:	Kniha
Jazyk:	angličtina
Vydáno:	Cambridge National Bureau of Economic Research 1998.
Edice:	NBER working paper series no.6845
Témata:	Foreign exchange rates > Econometric models. Foreign exchange rates > Forecasting. Economic forecasting > Econometric models. Multivariate analysis.