journal article Nov 01, 1998

Evaluating Density Forecasts with Applications to Financial Risk Management

Francis X. Diebold Todd A. Gunther Anthony S. Tay

International Economic Review Vol. 39 No. 4 pp. 863 · JSTOR

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Published: Nov 01, 1998
Vol/Issue: 39(4)
Pages: 863

Authors

Francis X. Diebold

University of Pennsylvania and NBER

Todd A. Gunther

Cite This Article

Francis X. Diebold, Todd A. Gunther, Anthony S. Tay (1998). Evaluating Density Forecasts with Applications to Financial Risk Management. International Economic Review, 39(4), 863. https://doi.org/10.2307/2527342

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