Testing Interval Forecasts: A GMM‐Based Approach (Q4687313)

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scientific article; zbMATH DE number 6951824
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English
Testing Interval Forecasts: A GMM‐Based Approach
scientific article; zbMATH DE number 6951824

    Statements

    title
    Testing Interval Forecasts: A GMM‐Based Approach (English)
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    DOI
    10.1002/for.1260
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    author
    Elena Dumitrescu
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    Christophe Hurlin
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    Jaouad Madkour
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    publication date
    11 October 2018
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    Mathematics Subject Classification ID
    62P20
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    91B82
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    65C05
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    91B84
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    zbMATH DE Number
    6951824
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    zbMATH Keywords
    high-density region
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    \(J\)-statistic
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    stock market indexes
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    density forecasts
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    validation method
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    forecast uncertainty
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    Wikidata QID
    Q57186375
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    OpenAlex ID
    W1491996401
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