Essays on forecast evaluation and financial econometrics

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...

書目詳細資料
主要作者:	Lund-Jensen, K
其他作者:	Sheppard, K
格式:	Thesis
語言:	English
出版:	2013
主題:	Economics Econometrics Financial economics

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