Testing quantile forecast optimality

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SEEK ID: https://publications.h-its.org/publications/1786

Filename: Testing Quantile Forecast Optimality.pdf 

Format: PDF document

Size: 1.08 MB

SEEK ID: https://publications.h-its.org/publications/1786

DOI: 10.1080/07350015.2024.2316091

Research Groups: Computational Statistics

Publication type: Journal

Journal: Journal of Business & Economic Statistics

Publisher: Informa UK Limited

Citation: Journal of Business & Economic Statistics, published online

Date Published: 8th Feb 2024

URL:

Registered Mode: manually

Authors: Jack Fosten, Daniel Gutknecht, Marc-Oliver Pohle

Citation
Fosten, J., Gutknecht, D., & Pohle, M.-O. (2024). Testing Quantile Forecast Optimality. In Journal of Business & Economic Statistics (pp. 1–24). Informa UK Limited. https://doi.org/10.1080/07350015.2024.2316091
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Created: 12th Feb 2024 at 10:32

Last updated: 8th Mar 2024 at 13:39

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