spec0.prg
Creators:
Michael P. Clements
;
Nick Taylor
From the dataset abstract
A number of methods of evaluating the validity of interval forecasts of financial data are analysed, and illustrated using intraday FTSE100 index futures returns. Some existing interval...
Source: Evaluating interval forecasts of high-frequency financial data (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | prg |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/b096d290-30e4-4442-8bba-c6f57e02296e/resource/8cde1d8f-9e6e-4cce-b1db-7dd0cade801a/download/spec0.prg |
| Last updated | November 10, 2022 |
| Created | November 10, 2022 |
