Gabriela De Raaij

affiliation not provided to SSRN

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

Evaluating Density Forecasts with an Application to Stock Market Returns

Bundesbank Series 1 Discussion Paper No. 2002,08
Number of pages: 37 Posted: 08 Jun 2016
Burkhard Raunig and Gabriela De Raaij
Austrian National Bank - Economic Studies Division and affiliation not provided to SSRN
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Abstract:

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Density forecasting, Forecast evaluation, Risk management, GARCH-models