Density Forecasting: A Survey

Density Forecasting: A Survey

A density forecast of the realization of a random variable at some future time is an estimate of the probability distribution of the possible future values of that variable. A selective survey is presented of applications of density forecasting in macroeconomics and finance, and some issues concerni...

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書目詳細資料
Main Authors:	TAY, Anthony S., WALLIS, Kenneth F.
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2000
主題:	Density forecasts economic forecasts financial forecasts probability distributions forecast evaluation Econometrics Economics
在線閱讀:	https://ink.library.smu.edu.sg/soe_research/263 https://ink.library.smu.edu.sg/context/soe_research/article/1262/viewcontent/DensityForecasting_2000_JoF.pdf
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機構:	Singapore Management University
語言:	English

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