Evaluating Density Forecasts
收藏NBER1997-10-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/t0215
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资源简介：
We propose methods for evaluating density forecasts. We focus primarily on methods" that are applicable regardless of the particular user's loss function. We illustrate the methods" with a detailed simulation example, and then we present an application to density forecasting of" daily stock market
提供机构：
美国国家经济研究局
创建时间：
1997-10-01
