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
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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0.8138719201087952
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0.7699841260910034
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0.76395183801651
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0.744072675704956
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0.7421085238456726
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