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Density forecasting: A survey
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UNSPECIFIED (2000) Density forecasting: A survey. JOURNAL OF FORECASTING, 19 (4). pp. 235-254. ISSN 0277-6693
Full text not available from this repository.Abstract
A density forecast of the realization of a random variable at some future time is an estimate of the probability distribution of the possible future values of that variable. This article presents a selective survey of applications of density forecasting in macroeconomics and finance, and discusses some issues concerning the production, presentation, and evaluation of density forecasts. Copyright (C) 2000 John Wiley & Sons, Ltd.
| Item Type: | Journal Article |
|---|---|
| Subjects: | H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management H Social Sciences > HD Industries. Land use. Labor |
| Journal or Publication Title: | JOURNAL OF FORECASTING |
| Publisher: | JOHN WILEY & SONS LTD |
| ISSN: | 0277-6693 |
| Date: | July 2000 |
| Volume: | 19 |
| Number: | 4 |
| Number of Pages: | 20 |
| Page Range: | pp. 235-254 |
| Publication Status: | Published |
| URI: | http://wrap.warwick.ac.uk/id/eprint/13155 |
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