From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty From Survey Density Forecasts
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Overview
published proceedings
author list (cited authors)
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Ganics, G., Rossi, B., & Sekhposyan, T.
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Ganics, Gergely||Rossi, Barbara||Sekhposyan, Tatevik
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Research
keywords
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Density Forecasts
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Forecast Combination
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Predictive Density
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Probability Integral Transform
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Real-time.
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Survey Of Professional Forecasters
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Uncertainty
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URL
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http://dx.doi.org/10.2139/ssrn.3515958
