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Asymmetric loss in the Greenbook and the Survey of Professional Forecasters
Wang, Yiyao; Lee, Tae-hwy - In: International journal of forecasting 30 (2014) 2, pp. 235-245
Persistent link: https://www.econbiz.de/10010510947
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Forecasting volatility : a reality check based on option pricing, utility function, value-at-risk, and predictive likelihood
González-Rivera, Gloria; Lee, Tae-hwy; Mishra, Santosh - In: International journal of forecasting 20 (2004) 4, pp. 629-645
Persistent link: https://www.econbiz.de/10002434305
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Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood
González-Rivera, Gloria; Lee, Tae-Hwy; Mishra, Santosh - In: International journal of forecasting 20 (2004) 4, pp. 629-646
Persistent link: https://www.econbiz.de/10006961488