Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange

By: Diebold, Francis X.
Contributor(s): Hahn, Jinyong | Tay, Anthony S.
Material type: materialTypeLabelBookPublisher: Cambridge, Mass. : National Bureau of Economic Research, 1998Description: 26.Call No.: HG3851 D532R Subject(s): FOREIGN EXCHANGE RATES -- FORECASTING -- ECONOMETRIC MODELS | ECONOMIC FORECASTING -- ECONOMETRIC MODELS | ECONOMICS -- RESEARCH
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