Properties of optimal forecasts under asymmetric loss and nonlinearity
Year of publication: |
2007
|
---|---|
Authors: | Patton, Andrew J. ; Timmermann, Allan |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 140.2007, 2, p. 884-918
|
Subject: | Prognose | Forecast | Prognoseverfahren | Forecasting model | Asymmetrische Information | Asymmetric information | Theorie | Theory |
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