Evaluating density forecasts with an application to stock market returns

to connected objects

Location: Deutsche Nationalbibliothek Frankfurt am Main

ISBN: 9783935821056
3935821050

Dimensions: 30 cm

Extent: 30 S.

Language: Englisch

Bibliographic citation: Discussion paper / Volkswirtschaftliches Forschungszentrum ; 02,08

Keyword: Börsenkurs
Kapitalertrag
Aktienindex
Volatilität
Prognoseverfahren
Regressionsanalyse
ARCH-Prozess
Schätzung
Theorie
Wahrscheinlichkeitsverteilung
USA
Deutschland
Österreich

Event: Veröffentlichung

(where): Frankfurt am Main

(who): Dt. Bundesbank, Press and Public Relations Div.

(when): 2002

Creator: Raaij, Gabriela de
Raunig, Burkhard

Table of contents: https://d-nb.info/965243338/04

Rights: Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.

Last update: 11.06.2025, 2:03 PM CEST

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Associated

Raaij, Gabriela de
Raunig, Burkhard
Dt. Bundesbank, Press and Public Relations Div.

Time of origin

2002

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Evaluating point and density forecasts of DSGE models

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Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails

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Evaluating macroeconomic risk forecasts

Arbeitspapier

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Arbeitspapier

Evaluating Density Forecasts with an Application to Stock Market Returns

Arbeitspapier

Evaluating Density Forecasts with an Application to Stock Market Returns

Evaluating point and density forecasts of DSGE models

Arbeitspapier

Evaluating point and density forecasts of DSGE models

Arbeitspapier

Evaluating point and density forecasts of DSGE models

Arbeitspapier

Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails

Arbeitspapier

Evaluating macroeconomic risk forecasts

Arbeitspapier

Evaluating the calibration of multi-step-ahead density forecasts using raw moments

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Evaluating density forecasts with an application to stock market returns

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Other Objects (12)

Evaluating Density Forecasts with an Application to Stock Market Returns

Evaluating Density Forecasts with an Application to Stock Market Returns

Evaluating point and density forecasts of DSGE models

Evaluating point and density forecasts of DSGE models

Evaluating point and density forecasts of DSGE models

Evaluating point and density forecasts of DSGE models

Evaluating point and density forecasts of DSGE models

Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails

Evaluating macroeconomic risk forecasts

Evaluating macroeconomic risk forecasts

Evaluating the calibration of multi-step-ahead density forecasts using raw moments

Evaluating the calibration of multi-step-ahead density forecasts using raw moments

Evaluating Density Forecasts with an Application to Stock Market Returns

Evaluating Density Forecasts with an Application to Stock Market Returns

Evaluating point and density forecasts of DSGE models

Evaluating point and density forecasts of DSGE models

Evaluating point and density forecasts of DSGE models

Evaluating point and density forecasts of DSGE models

Evaluating point and density forecasts of DSGE models

Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails

Evaluating macroeconomic risk forecasts

Evaluating macroeconomic risk forecasts

Evaluating the calibration of multi-step-ahead density forecasts using raw moments

Evaluating the calibration of multi-step-ahead density forecasts using raw moments

Evaluating Density Forecasts with an Application to Stock Market Returns

Evaluating Density Forecasts with an Application to Stock Market Returns

Evaluating point and density forecasts of DSGE models

Evaluating point and density forecasts of DSGE models

Evaluating point and density forecasts of DSGE models

Evaluating point and density forecasts of DSGE models

Evaluating point and density forecasts of DSGE models

Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails

Evaluating macroeconomic risk forecasts

Evaluating macroeconomic risk forecasts

Evaluating the calibration of multi-step-ahead density forecasts using raw moments

Evaluating the calibration of multi-step-ahead density forecasts using raw moments

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