Optimal prediction under asymmetric loss
Peter F. Christoffersen; Francis X. Diebold
| Year of publication: |
1994
|
|---|---|
| Authors: | Christoffersen, Peter F. |
| Other Persons: | Diebold, Francis X. (contributor) |
| Publisher: |
Cambridge, Mass. : National Bureau of Economic Research |
| Subject: | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis |
| Extent: | 27 S |
|---|---|
| Series: | Technical working paper / National Bureau of Economic Research. - Cambridge, Mass. : NBER, ISSN 1073-2489, ZDB-ID 1227242-5. - Vol. 167 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000920915