Concepedia

Evaluating Interval Forecasts

Peter Christoffersen

International Economic Review · 1998 · 2.7K citations · 15 references

DOI

Concepts

Abstract

Peter F. Christoffersen, Evaluating Interval Forecasts, International Economic Review, Vol. 39, No. 4, Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance (Nov., 1998), pp. 841-862

References

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