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...
Main Author: | |
---|---|
Other Authors: | |
Format: | Thesis |
Language: | English |
Published: |
2013
|
Subjects: |