Decision‐Based Forecast Evaluation of UK Interest Rate Predictability

DOI10.1002/for.2369zbMath1397.91562OpenAlexW2145520681MaRDI QIDQ4687585

Stephen G. Hall, Kavita Sirichand

Publication date: 12 October 2018

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://dspace.lboro.ac.uk/2134/19754

zbMATH Keywords

parameter uncertaintyforecast evaluationdensity forecastingreturn predictabilityoptimal portfolio choice

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Interest rates, asset pricing, etc. (stochastic models) (91G30) Portfolio theory (91G10)

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