Testing Interval Forecasts: A GMM‐Based Approach (Q4687313)
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scientific article; zbMATH DE number 6951824
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing Interval Forecasts: A GMM‐Based Approach |
scientific article; zbMATH DE number 6951824 |
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Testing Interval Forecasts: A GMM‐Based Approach (English)
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11 October 2018
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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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