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

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

• Book ID: 124905024
• Publisher: MIT Press
• Year: 1999
• Tongue: English
• Weight: 499 KB
• Volume: 81
• Category: Article
• ISSN: 0034-6535
• DOI: 10.2307/2646715