Forecasting Volatility using LINEX Loss Functions
| Year of publication: |
1999
|
|---|---|
| Authors: | Satchell, Stephen ; Knight, John ; Hwang, Soosung |
| Institutions: | Financial Econometrics Research Centre, Warwick Business School |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | Hungarian |
| Source: |
Persistent link: https://www.econbiz.de/10004981101