Evaluating Density Forecasts with Applications to Financial Risk Management

Francis X. Diebold, Todd A. Gunther, Anthony S. Tay

DOI: 10.2307/2527342

International Economic Review

Data up to Jan 2025

Published1998

Citations1,424

References1

Fields

Economics Actuarial science Finance Financial economics

Total Citations Per Year

Abstract

References (1)

New Techniques to Extract Market Expectations from Financial Instruments

1997 • 245 citations

Cited By (0)

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