Decision‐Based Forecast Evaluation of UK Interest Rate Predictability (Q4687585)
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scientific article; zbMATH DE number 6952577
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Decision‐Based Forecast Evaluation of UK Interest Rate Predictability |
scientific article; zbMATH DE number 6952577 |
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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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