Bias corrections for exponentially transformed forecasts : are they worth the effort?
Matei Demetrescu, Vasyl Golosnoy, Anna Titova
| Year of publication: |
2020
|
|---|---|
| Authors: | Demetrescu, Matei ; Golosnoy, Vasyl ; Titova, Anna |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 36.2020, 3, p. 761-780
|
| Subject: | Bias correction | Linear autoregression | Linex forecast | Log transformation | Volatility forecast | Prognoseverfahren | Forecasting model | Systematischer Fehler | Bias | Volatilität | Volatility | Schätztheorie | Estimation theory | Prognose | Forecast | Autokorrelation | Autocorrelation |
| Description of contents: | Description [doi.org] |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Erratum enthalten in: International journal of forecasting, Volume 37, issue 3 (July/September 2021), Seite 1321-1322 |
| Other identifiers: | 10.1016/j.ijforecast.2019.09.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012496846