In-sample Properties of the Berkowitz Density Forecast Test
Lindström, Erik; Vilhelmsson, Anders (2010). In-sample Properties of the Berkowitz Density Forecast Test. Peter, Linde (Ed.). Symposium i anvendt Statistik 2010, 293 - 302. 32. Symposium i Anvendt Statistik. Copenhagen, Denmark
Conference Proceeding/Paper
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Published
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English
Authors:
Lindström, Erik
;
Vilhelmsson, Anders
Department:
Mathematical Statistics
Department of Business Administration
Mathematical Finance-lup-obsolete
Financial Mathematics Group
Research Group:
Mathematical Finance-lup-obsolete
Financial Mathematics Group
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