Forecasting exchange rates using asymmetric losses : a Bayesian approach
Year of publication: |
2022
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Authors: | Tsiotas, Georgios |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 22.2022, 2, p. 273-287
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Subject: | Directional accuracy | Exchange rates | Forecast evaluation | Laplace-type estimator | MCMC | Profitability | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory |
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