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Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange / Francis X. Diebold, Jinyong Hahn, Anthony S. Tay.

NBER Working papers Available online

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Format:
Book
Author/Creator:
Diebold, Francis X.
Contributor:
National Bureau of Economic Research.
Hahn, Jinyong.
Tay, Anthony S.
Series:
Working Paper Series (National Bureau of Economic Research) no. w6845.
NBER working paper series no. w6845
Language:
English
Physical Description:
1 online resource: illustrations (black and white);
Other Title:
Real-Time Multivariate Density Forecast Evaluation and Calibration
Place of Publication:
Cambridge, Mass. National Bureau of Economic Research 1998.
Summary:
We provide a framework for evaluating and improving multivariate density forecasts. Among other things, the multivariate framework lets us evaluate the adequacy of density forecasts involving cross-variable interactions, such as time-varying conditional correlations. We also provide conditions under which a technique of density forecast forecasts. Finally by recent advances in financial risk management, we provide a detailed application to multivariate high-frequency exchange rate density forecasts.
Notes:
Print version record
December 1998.

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