Real-time multivariate density forecast evaluation and calibration monitoring the risk of high-frequency returns on foreign exchange
| Main Author: | |
|---|---|
| Other Authors: | , |
| Format: | Book |
| Language: | Inglés |
| Published: |
Cambridge, MA :
National Bureau of Economic Research
1998.
|
| Series: | NBER Working Paper Series ;
6845 |
| Subjects: | |
| See on Universidad de Deusto: | https://oceano.biblioteca.deusto.es/primo-explore/search?query=any,contains,991002637319703351&tab=default_tab&search_scope=deusto_alma&vid=deusto |
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| Physical Description: | 26, [11] p. : il. ; 22 cm |
|---|---|
| Bibliography: | Bibliogr.: p. 23-26 |
