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...
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| المؤلفون الرئيسيون: | , |
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| التنسيق: | text |
| اللغة: | English |
| منشور في: |
Institutional Knowledge at Singapore Management University
2003
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| الموضوعات: | |
| الوصول للمادة أونلاين: | 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 |
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