Essays on forecast evaluation and financial econometrics

<p>Abstract: This thesis consists of three papers that makes independent contributions to the fields of forecast evaluation and financial econometrics. As such, the papers, chapter 1-3, can be read independently of each other.</p> <p>In Chapter 1, “Inferring an agent’s loss functio...

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Bibliographic Details
Main Author: Lund-Jensen, K
Other Authors: Sheppard, K
Format: Thesis
Language:English
Published: 2013
Subjects: