In-sample Properties of the Berkowitz Density Forecast Test

Research output: Chapter in Book/Report/Conference proceedingPaper in conference proceeding

Details

Authors
Organisations
Research areas and keywords

Subject classification (UKÄ) – MANDATORY

  • Probability Theory and Statistics
Original languageEnglish
Title of host publicationSymposium i anvendt Statistik 2010
EditorsLinde Peter
Pages293-302
Publication statusPublished - 2010
Publication categoryResearch
Peer-reviewedYes
Event32. Symposium i Anvendt Statistik - Copenhagen, Denmark
Duration: 2010 Jan 252010 Jan 25
Conference number: 32

Conference

Conference32. Symposium i Anvendt Statistik
CountryDenmark
CityCopenhagen
Period2010/01/252010/01/25

Bibliographic note

http://www.statistiksymposium.dk/Prog32symposium.pdf