Decision-based forecast evaluation of UK interest rate predictability (Q4687585)
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scientific article; zbMATH DE number 6952577
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| default for all languages | No label defined |
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| English | Decision-based forecast evaluation of UK interest rate predictability |
scientific article; zbMATH DE number 6952577 |
Statements
Decision‐Based Forecast Evaluation of UK Interest Rate Predictability (English)
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12 October 2018
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optimal portfolio choice
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density forecasting
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return predictability
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parameter uncertainty
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forecast evaluation
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0.6971765756607056
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0.6817010641098022
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0.6686887145042419
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