Density Forecast Evaluation for Dependent Data

Author

Aurobindo Ghosh, SMUFollow
Anil K. Bera, University of Illinois

Publication Type

Presentation

Publication Date

12-2014

Discipline

Business

Publication

Journal of Banking and Finance Conference: Recent Developments of Financial Econometrics and Applications

City or Country

Deakin University, Melbourne, Australia

Citation

Ghosh, Aurobindo and Bera, Anil K.. Density Forecast Evaluation for Dependent Data. (2014). Journal of Banking and Finance Conference: Recent Developments of Financial Econometrics and Applications.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/4262