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HI,
David
Hi Guys,
Does anybody just happen to have the code on Diebold, Gunther, and
Tay (1998) Test to evaluate density forecasts? Please refer to this
paper: "Evaluating Density Forecasts with Applications to Financial Risk
Management" by Francis X. Diebold, Todd A. Gunther and Anthony S. Tay.
Thanks!
Richard
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