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Faculty Digital Archive : NYU Libraries
Browsing FDA
Browsing by Author Tay, Anthony S.
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Issue Date
Title
Author(s)
Nov-1998
Evaluating Density Forecasts with Applications to Financial Risk Management
Diebold, Francis X.
;
Gunther, Todd A.
;
Tay, Anthony S.
Dec-1998
REAL-TIME MULTIVARIATE DENSITY FORECAST EVALUATION AND CALIBRATION: MONITORlNG THE RISK OF HIGH-FREQUENCY RETURNS ON FOREIGN EXCHANGE
Diebold, Francis X.
;
Hahn, Jinyong
;
Tay, Anthony S.
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