Showing 1 - 10 of 472
Persistent link: https://www.econbiz.de/10001846702
at the daily, weekly and quarterly forecast horizons. As such, our results hold promise for improved financial asset …
Persistent link: https://www.econbiz.de/10009764770
A sleepy consensus has emerged that U.S. GNP data are uninformative as to whether trend is better described as deterministic or stochastic. Although the distinction is not critical in some contexts, it is important for point forecasting, because the two models imply very different long-run...
Persistent link: https://www.econbiz.de/10012473378
Prediction problems involving asymmetric loss functions arise routinely in many fields, yet the theory of optimal …
Persistent link: https://www.econbiz.de/10012474036
Persistent link: https://www.econbiz.de/10013384711
Prediction problems involving asymmetric loss functions arise routinely in many fields, yet the theory of optimal …
Persistent link: https://www.econbiz.de/10013310827
Persistent link: https://www.econbiz.de/10003604248
Persistent link: https://www.econbiz.de/10003722294
Persistent link: https://www.econbiz.de/10003349894
Persistent link: https://www.econbiz.de/10003229524