Diebold, F. X., Hahn, J., & Tay, A. S. (1998). Real-time multivariate density forecast evaluation and calibration: Monitoring the risk of high-frequency returns on foreign exchange. National Bureau of Economic Research.
Chicago Style (17th ed.) CitationDiebold, Francis X., Jinyong Hahn, and Anthony S. Tay. Real-time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-frequency Returns on Foreign Exchange. Cambridge, Mass: National Bureau of Economic Research, 1998.
MLA (9th ed.) CitationDiebold, Francis X., et al. Real-time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-frequency Returns on Foreign Exchange. National Bureau of Economic Research, 1998.
Warning: These citations may not always be 100% accurate.