Properties of optimal forecasts under asymmetric loss and nonlinearity (Q451286)
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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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