Smooth test for density
Recently econometricians have shifted their attention from point and interval forecasts to density forecasts because at the heart of market risk measurement is the forecast of the probability density functions of various financial variables. In this paper, we propose a formal test for density foreca...
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| Main Authors: | , |
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| 格式: | text |
| 語言: | English |
| 出版: |
Institutional Knowledge at Singapore Management University
2005
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| 主題: | |
| 在線閱讀: | https://ink.library.smu.edu.sg/lkcsb_research/5217 https://ink.library.smu.edu.sg/context/lkcsb_research/article/6216/viewcontent/SSRN_id658861.pdf |
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