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...

全面介紹

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: