Real-time multivariate density forecast evaluation and calibration - monitoring the risk of high-frequency returns of foreign exchange
- Författare
- Francis X. Diebold
- (Francis X. Diebold, Jinyong Hahn, Anthony S. Tay.)
- Språk
- Engelska
| Förlag | År | Ort | Om boken | ISBN |
|---|---|---|---|---|
| National Bureau of Economic Research | 1998 | USA, Cambridge, Mass | 37 sidor. ill. |