Partial liklihood-based scoring rules for evaluating density forecasts in tails [electronic resource...
Partial liklihood-based scoring rules for evaluating density forecasts in tails [electronic resource] / Cees Diks, Velentyn Panchenko and Dick van Dijk.
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Full title
Author / Creator
Publisher
[Sydney] : School of Economics University of New South Wales, 2008.
Date
2008.
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MMS ID
Language
English
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Publication information
Publisher
[Sydney] : School of Economics University of New South Wales, 2008.
Series
Place of Publication
New South Wales
Date Published
2008.
Subjects
More information
Alternative Titles
Full title
Partial liklihood-based scoring rules for evaluating density forecasts in tails [electronic resource] / Cees Diks, Velentyn Panchenko and Dick van Dijk.
Authors, Artists and Contributors
Author / Creator
Notes
General note
School of Economics discussion paper, 1323-8949 ; 2008/10.
Title from title screen (viewed on 27th August 2009)
Bibliography: p. 26-29.
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System requirements: Adobe Acrobat reader to access the document in PDF format.
Mode of access: Internet via World Wide Web. Available at: http://www.economics.unsw.edu.au/nps/servlet/portalservice?GI_ID=System.LoggedOutInheritableArea&maxWnd=_Research_WorkingPaperSeries....
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Other version (online)
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Primary Identifiers
Record Identifier
74VvzoG4o5Wy
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/74VvzoG4o5Wy
Other Identifiers
ISBN
9780733426469
DDC
658.15
MMS ID
991009481939702626