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...
Autor Principal: | Lund-Jensen, K |
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Outros autores: | Sheppard, K |
Formato: | Thesis |
Idioma: | English |
Publicado: |
2013
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Subjects: |
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