Dynamic modeling under linear-exponential loss
Year of publication: |
2006-12
|
---|---|
Authors: | Anatolyev, Stanislav |
Institutions: | Center for Economic and Financial Research (CEFIR), New Economic School (NES) |
Subject: | Linear-exponential loss | optimal predictor | quasi maximum likelihood | multiple error model | autoregressive conditional durations |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number w0092 20 pages |
Classification: | C22 - Time-Series Models ; C51 - Model Construction and Estimation ; C52 - Model Evaluation and Testing |
Source: |
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