Evaluating Density Forecasts via the Copula Approach

Finance Research Letters - Netherlands
doi 10.1016/s1544-6123(03)00002-3
Full Text
Abstract

Available in full text

Categories
Finance
Date
Authors
Publisher

Elsevier BV

Related search

Evaluating Point and Density Forecasts of DSGE Models

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
2015English

Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters

1997English

Evaluating a Vector of the Fed’s Forecasts

International Journal of Forecasting
International ManagementBusiness
2015English

Evaluating DSGE Model Forecasts of Comovements

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2012English

Studying the Correlation of Stocks via Copula Function

Journal of Theoretical and Applied Economics
2020English

Nonparametric Copula Density Estimation in Sensor Networks

2011English

Oil-Price Density Forecasts of US GDP

Studies in Nonlinear Dynamics and Econometrics
EconomicsSocial SciencesAnalysisEconometrics
2016English

Density-Conditional Forecasts in Dynamic Multivariate Models

SSRN Electronic Journal
2010English

Evaluating Interval Forecasts of High-Frequency Financial Data

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
2003English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy