Properties of optimal forecasts under asymmetric loss and nonlinearity

Published

Journal Article

Full Text

Duke Authors

Cited Authors

  • Patton, AJ; Timmermann, A

Published Date

  • October 2007

Published In

Volume / Issue

  • 140 / 2

Start / End Page

  • 884 - 918

Published By

International Standard Serial Number (ISSN)

  • 0304-4076

Digital Object Identifier (DOI)

  • 10.1016/j.jeconom.2006.07.018

Language

  • en