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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