Decision-based forecast evaluation of UK interest rate predictability
Year of publication: |
March 2016
|
---|---|
Authors: | Sirichand, Kavita ; Hall, Stephen G. |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 35.2016, 2, p. 93-112
|
Subject: | optimal portfolio choice | density forecasting | return predictability | parameter uncertainty and forecast evaluation | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Großbritannien | United Kingdom | Zins | Interest rate | Theorie | Theory | Entscheidung unter Unsicherheit | Decision under uncertainty | Prognose | Forecast |
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