Comparing the Accuracy of Density Forecasts from Competing Models

Lucio Sarno and Giorgio Valente ()

No 223, Computing in Economics and Finance 2002 from Society for Computational Economics

Keywords: exchange rates; forecasting; forecast evaluation; density forecast. (search for similar items in EconPapers)
JEL-codes: C12 C53 F31 (search for similar items in EconPapers)
Date: 2002-07-01
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Journal Article: Comparing the accuracy of density forecasts from competing models (2004)
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