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In-sample Properties of the Berkowitz Density Forecast Test

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Author

Editor

  • Linde Peter

Department/s

Publishing year

2010

Language

English

Pages

293-302

Publication/Series

Symposium i anvendt Statistik 2010

Document type

Conference paper

Topic

  • Probability Theory and Statistics

Conference name

32. Symposium i Anvendt Statistik

Conference date

2010-01-25 - 2010-01-25

Conference place

Copenhagen, Denmark

Status

Published

Research group

  • Mathematical Finance
  • Financial Mathematics Group

ISBN/ISSN/Other

  • ISBN: 978-87-501-1832-9