Real-time multivariate density forecast evaluation and calibration monitoring the risk of high-frequency returns on foreign exchange - Diebold, Francis X. 1959-; Hahn, Jinyong; Tay, Anthony S. (National Bureau of Economic Research, 1998)
Keywords: Prévision économique - Modèles économétriques; Taux de change - Modèles économétriques; Taux de change - Prévision; Ökonometrisches Modell; Economic forecasting -- Econometric models; Foreign exchange rates -- Econometric models; Foreign exchange -- Rates -- Forecasting; Multivariate analysis