مرکز منطقه ای اطلاع رساني علوم و فناوري - Optimal prediction under LINLIN loss: Empirical evidence

Title of article :

Optimal prediction under LINLIN loss: Empirical evidence

Author/Authors :

YaseminUlu، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

707

To page :

715

Keywords :

Loss function , Volatility forecasting , GARCH models , time series

Journal title :

International Journal of Forecasting

Serial Year :

2007

Journal title :

International Journal of Forecasting

Record number :

179311

Link To Document :