Evaluating density forecasts with an application to stock market returns
By: Gabriela de Raaij and Burkhard Raunig.
Contributors: Raunig, Burkhard.; Oesterreichische Nationalbank.
Series: Working paper -- 59.; Working papers (Oesterreichische Nationalbank) -- 59.
Publisher: Oesterreichische Nationalbank
Published: 2002
Place of publication: Wien
Language: eng
Number of pages: 39
Subjects: Stock price forecasting -- Econometric models.
Notes: Includes bibliographical references (p. 26-27).