Properties of optimal forecasts under asymmetric loss and nonlinearity
Year of publication: |
2007
|
---|---|
Authors: | Patton, Andrew J. ; Timmermann, Allan |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 140.2007, 2, p. 884-918
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
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