Properties of optimal forecasts under asymmetric loss and nonlinearity
type: Item
instance of: scholarly article
title: Properties of optimal forecasts under asymmetric loss and nonlinearity
zbMATH Open document ID: 1247.91144
author: Andrew J. Patton
author: Allan Timmermann
published in: Journal of Econometrics
publication date: 2012-09-23T00:00:00Z
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 6085411
zbMATH Keywords: loss function
zbMATH Keywords: nonlinear data generating process
zbMATH Keywords: rationality
zbMATH Keywords: market efficiency
zbMATH Keywords: prediction
MaRDI profile type: Publication
full work available at URL: j.jeconom.2006.07.018
OpenAlex ID: W2127483845
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DOI: 10.1016/J.JECONOM.2006.07.018
description: scientific article; zbMATH DE number 6085411