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Properties of optimal forecasts under asymmetric loss and nonlinearity
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Patton, Andrew J. and Timmermann, Allan (2004) Properties of optimal forecasts under asymmetric loss and nonlinearity. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.04-).
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Official URL: http://www2.warwick.ac.uk/fac/soc/wbs/research/wfr...
| Item Type: | Working or Discussion Paper (Working Paper) | ||||
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| Subjects: | H Social Sciences > HB Economic Theory | ||||
| Divisions: | Faculty of Social Sciences > Warwick Business School > Financial Econometrics Research Centre Faculty of Social Sciences > Warwick Business School |
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| Library of Congress Subject Headings (LCSH): | Economic forecasting, Nonlinear theories, Information asymmetry, Equivalence relations (Set theory) | ||||
| Series Name: | Working papers (Warwick Business School. Financial Econometrics Research Centre) | ||||
| Publisher: | Warwick Business School, Financial Econometrics Research Centre | ||||
| Place of Publication: | Coventry | ||||
| Official Date: | 19 June 2004 | ||||
| Dates: |
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| Number: | No.04- | ||||
| Number of Pages: | 30 | ||||
| Status: | Not Peer Reviewed | ||||
| Access rights to Published version: | Open Access (Creative Commons) | ||||
| Funder: | Institute of Asset Management (IAM) |
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