Kupiec And Christoffersen Test

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    Kupiec And Christoffersen Test

      пятница 21 февраля
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    A complete theory for evaluating interval forecasts has not been worked out. 4 See Kupiec (1995) and Lopez (1996) for the details. 844 CHRISTOFFERSEN. In the test above, the order of the zeros and ones in the indicator sequence does not matter, only the total number of ones plays a role.

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    Abstract

    Techniques for verifying the accuracy of risk management models
    A complete theory for evaluating interval forecasts has not been worked out to date. Most of the literature implicitly assumes homoskedastic errors even when this is clearly violated, and proceed by merely testing for correct unconditional coverage. Consequently, I set out to build a consistent framework for conditional interval forecast evaluation, which is crucial when higher-order moment dynamics are present. The new methodology is demonstrated in an application to the exchange rate forecasting procedures advocated in risk management.