Testing density forecasts, with applications to risk management

Journal of Business and Economic Statistics

Volumn 19, Issue 4, 2001, Pages 465-474

  Berkowitz, Jeremy ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Densities; Evaluation; Forecasting; Risk management

Indexed keywords

EID: 0035636851     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/07350010152596718     Document Type: Article

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