Authors: Tay, AS Wallis, KF

Citation: As. Tay et Kf. Wallis, Density forecasting: A survey, J FORECAST, 19(4), 2000, pp. 235-254

Authors: Diebold, FX Hahn, JY Tay, AS

Citation: Fx. Diebold et al., Multivariate density forecast evaluation and calibration in financial riskmanagement: High-frequency returns on foreign exchange, REV ECON ST, 81(4), 1999, pp. 661-673