Forecasting exchange rates using asymmetric losses: A Bayesian approach

DOI10.1080/14697688.2021.1942180zbMath1484.91529OpenAlexW3184058089MaRDI QIDQ5068088

Georgios Tsiotas

Publication date: 5 April 2022

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2021.1942180

zbMATH Keywords

exchange ratesprofitabilityMCMCforecast evaluationLaplace-type estimatordirectional accuracy

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial science and mathematical finance (91G99)

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