Properties of optimal forecasts under asymmetric loss and nonlinearity (Q451286)
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scientific article; zbMATH DE number 6085411
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| English | Properties of optimal forecasts under asymmetric loss and nonlinearity |
scientific article; zbMATH DE number 6085411 |
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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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0.8261517882347107
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0.8136762976646423
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0.7989968657493591
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0.7907288074493408
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