Real-time multivariate density forecast evaluation and calibration: monitoring the risk of high-frequency returns on foreign exchange
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| Main Authors: | , , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, Mass.
National Bureau of Economic Research
1998
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| Series: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
6845 |
| Subjects: | |
| Online Access: | Volltext |
| Physical Description: | 26 S. graph. Darst. |
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| id | DE-604.BV012494920 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:28:36Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008482521 |
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| physical | 26 S. graph. Darst. |
| publishDate | 1998 |
| publishDateSearch | 1998 |
| publishDateSort | 1998 |
| publisher | National Bureau of Economic Research |
| record_format | marc |
| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Diebold, Francis X. 1959- Verfasser (DE-588)123909104 aut Real-time multivariate density forecast evaluation and calibration monitoring the risk of high-frequency returns on foreign exchange Francis X. Diebold ; Jinyong Hahn ; Anthony S. Tay Cambridge, Mass. National Bureau of Economic Research 1998 26 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 6845 Prévision économique - Modèles économétriques ram Taux de change - Modèles économétriques ram Taux de change - Prévision ram Ökonometrisches Modell Economic forecasting Econometric models Foreign exchange rates Econometric models Foreign exchange Rates Forecasting Multivariate analysis Hahn, Jinyong Verfasser aut Tay, Anthony S. Verfasser aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 6845 (DE-604)BV002801238 6845 http://papers.nber.org/papers/w6845.pdf kostenfrei Volltext |
| spellingShingle | Diebold, Francis X. 1959- Hahn, Jinyong Tay, Anthony S. Real-time multivariate density forecast evaluation and calibration monitoring the risk of high-frequency returns on foreign exchange National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Prévision économique - Modèles économétriques ram Taux de change - Modèles économétriques ram Taux de change - Prévision ram Ökonometrisches Modell Economic forecasting Econometric models Foreign exchange rates Econometric models Foreign exchange Rates Forecasting Multivariate analysis |
| title | Real-time multivariate density forecast evaluation and calibration monitoring the risk of high-frequency returns on foreign exchange |
| title_auth | Real-time multivariate density forecast evaluation and calibration monitoring the risk of high-frequency returns on foreign exchange |
| title_exact_search | Real-time multivariate density forecast evaluation and calibration monitoring the risk of high-frequency returns on foreign exchange |
| title_full | Real-time multivariate density forecast evaluation and calibration monitoring the risk of high-frequency returns on foreign exchange Francis X. Diebold ; Jinyong Hahn ; Anthony S. Tay |
| title_fullStr | Real-time multivariate density forecast evaluation and calibration monitoring the risk of high-frequency returns on foreign exchange Francis X. Diebold ; Jinyong Hahn ; Anthony S. Tay |
| title_full_unstemmed | Real-time multivariate density forecast evaluation and calibration monitoring the risk of high-frequency returns on foreign exchange Francis X. Diebold ; Jinyong Hahn ; Anthony S. Tay |
| title_short | Real-time multivariate density forecast evaluation and calibration |
| title_sort | real time multivariate density forecast evaluation and calibration monitoring the risk of high frequency returns on foreign exchange |
| title_sub | monitoring the risk of high-frequency returns on foreign exchange |
| topic | Prévision économique - Modèles économétriques ram Taux de change - Modèles économétriques ram Taux de change - Prévision ram Ökonometrisches Modell Economic forecasting Econometric models Foreign exchange rates Econometric models Foreign exchange Rates Forecasting Multivariate analysis |
| topic_facet | Prévision économique - Modèles économétriques Taux de change - Modèles économétriques Taux de change - Prévision Ökonometrisches Modell Economic forecasting Econometric models Foreign exchange rates Econometric models Foreign exchange Rates Forecasting Multivariate analysis |
| url | http://papers.nber.org/papers/w6845.pdf |
| volume_link | (DE-604)BV002801238 |
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