A Formal Test of Density Forecast Evaluation
Recent econometricians have shifted their attention from point and interval forecasts of the probability density functions (PDF) of various market variables. One of the main problems in this area has been evaluation of the density forecasts. In this papers, we propose a formal test for density forec...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2003
|
| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/1391 https://ink.library.smu.edu.sg/context/soe_research/article/2390/viewcontent/Formal_Test_of_Density_Forecast_Evaluation_2003_wp.pdf |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Singapore Management University |
| Language: | English |