Properties of optimal forecasts under asymmetric loss and nonlinearity (Q451286): Difference between revisions
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| Property / author | |||
| Property / author: Andrew J. Patton / rank | |||
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| Property / author | |||
| Property / author: Allan G. Timmermann / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91B82 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6085411 / rank | |||
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| Property / zbMATH Keywords | |||
loss function | |||
| Property / zbMATH Keywords: loss function / rank | |||
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nonlinear data generating process | |||
| Property / zbMATH Keywords: nonlinear data generating process / rank | |||
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rationality | |||
| Property / zbMATH Keywords: rationality / rank | |||
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market efficiency | |||
| Property / zbMATH Keywords: market efficiency / rank | |||
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prediction | |||
| Property / zbMATH Keywords: prediction / rank | |||
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Revision as of 11:26, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Properties of optimal forecasts under asymmetric loss and nonlinearity |
scientific article |
Statements
Properties of optimal forecasts under asymmetric loss and nonlinearity (English)
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23 September 2012
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loss function
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nonlinear data generating process
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rationality
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market efficiency
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prediction
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