readme.ct.txt
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)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/b096d290-30e4-4442-8bba-c6f57e02296e/resource/c9ec6a6f-e799-46cb-9291-c0c3ecd93167/download/readme.ct.txt |
| Last updated | November 10, 2022 |
| Created | November 10, 2022 |
