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...
Glavni autor: | |
---|---|
Daljnji autori: | |
Format: | Disertacija |
Jezik: | English |
Izdano: |
2013
|
Teme: |