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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| Main Authors: | , |
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| 格式: | text |
| 語言: | English |
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Institutional Knowledge at Singapore Management University
2003
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| 在線閱讀: | 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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| 機構: | Singapore Management University |
| 語言: | English |
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