Real-time multivariate density forecast evaluation and calibration

monitoring the risk of high-frequency returns of foreign exchange

Verfasser / Beitragende:
Francis X. Diebold, Jinyong Hahn, Anthony S. Tay
Ort, Verlag, Jahr:
New York : New York University - Salomon Center - Leonard N. Stern School of Business, 1998
Beschreibung:
24, [11], 26 p. : ill. ; 28 cm
Format:
Buch
ID: 221723307