Real time multivariate density forecast evaluation and calibration: monitoring the risk of high frequency returns on foreign exchange
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | Undetermined |
| Veröffentlicht: |
Cambridge, Mass.
1998
|
| Schriftenreihe: | Working paper series / National Bureau of Economic Research
6845 |
| Beschreibung: | 26, [11] S. graph. Darst. |
Internformat
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| 100 | 1 | |a Diebold, Francis X. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Real time multivariate density forecast evaluation and calibration |b monitoring the risk of high frequency returns on foreign exchange |c Francis X. Diebold ; Jinyong Hahn ; Anthony S. Tay |
| 264 | 1 | |a Cambridge, Mass. |c 1998 | |
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| 490 | 1 | |a Working paper series / National Bureau of Economic Research |v 6845 | |
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| 700 | 1 | |a Tay, Anthony S. |e Sonstige |4 oth | |
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Datensatz im Suchindex
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| author | Diebold, Francis X. |
| author_facet | Diebold, Francis X. |
| author_role | aut |
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| id | DE-604.BV026948205 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T23:03:05Z |
| institution | BVB |
| language | Undetermined |
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| physical | 26, [11] S. graph. Darst. |
| publishDate | 1998 |
| publishDateSearch | 1998 |
| publishDateSort | 1998 |
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| series2 | Working paper series / National Bureau of Economic Research |
| spelling | Diebold, Francis X. Verfasser 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. 1998 26, [11] S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Working paper series / National Bureau of Economic Research 6845 Hahn, Jinyong Sonstige oth Tay, Anthony S. Sonstige oth National Bureau of Economic Research Working paper series 6845 (DE-604)BV002801238 6845 |
| spellingShingle | Diebold, Francis X. Real time multivariate density forecast evaluation and calibration monitoring the risk of high frequency returns on foreign exchange |
| 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 |
| volume_link | (DE-604)BV002801238 |
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