Optimal prediction under asymmetric loss: Christoffersen, FX Diebold - Econometric Theory, 1997 - jstor.org
Further results on forecasting and model selection under asymmetric loss: Christoffersen, FX Diebold - Journal of Applied Econometrics, 1996 - jstor.org
Financial Asset Returns, Direction-of-Change Forecasting, and ... :Christoffersen, FX Diebold - Management Science, 2006
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Monday, May 18, 2009
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2009
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May
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- Googleconomist:Varian Hal
- Finite sample theory: A discussion
- An interesting corelation question
- A useful Ebook link
- A Future Role for the Econometric Society in Inter...
- From Recession to Recovery
- Swine Flue: A Statistician's Point of View
- The Economics of Star Trek
- Finite-Sample Asymptotics
- Vector Generalized Linear and Additive Models
- Fisher's exact test
- College is also part of consumption
- The deterioration continues
- Asymmetric Loss Functions
- Normal distribution and dependence
- Perturbation methods
- Hotelling, Harold, 1895-1973
- Kolmogorov, Andrei Nikolaevich, 1903-1987
- R-np package
- Nonparametric Econometrics: A Primer
- Jefferey Racine is Visiting UCR on May 7th and 8th
- Behave as an Econometrician
- Seashells: the Plainness and Beauty of Their Mathe...
- The ET Interview: Professor H. O. A. Wold: 1908-19...
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