Multivariate Density Forecast Evaluation and Calibration In Financial Risk Management: High-Frequency Returns on Foreign Exchange

✍ Scribed by Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S.

• Book ID: 119995507
• Publisher: MIT Press
• Year: 1999
• Tongue: English
• Weight: 190 KB
• Volume: 81
• Category: Article
• ISSN: 0034-6535
• DOI: 10.1162/003465399558526