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...
מחבר ראשי: | Lund-Jensen, K |
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מחברים אחרים: | Sheppard, K |
פורמט: | Thesis |
שפה: | English |
יצא לאור: |
2013
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נושאים: |
פריטים דומים
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A Continuing Approach, from Financial Economics to Financial Econometrics or the Econometric Thinking Applied to Financial Economics
מאת: Gheorghe Săvoiu, et al.
יצא לאור: (2013-04-01) -
Essays in panel data and financial econometrics
מאת: Pakel, C
יצא לאור: (2012) -
Econometrics of testing for jumps in financial economics using bipower variation
מאת: Barndorff-Nielsen, O, et al.
יצא לאור: (2005) -
Essays on multivariate volatility and dependence models for financial time series
מאת: Noureldin, D
יצא לאור: (2011) -
An introduction to econometric forecasting and forecasting models /
מאת: 170754 Klein, Lawrence R, et al.
יצא לאור: (1980)