On the statistical differences between binary forecasts and real-world payoffs
Year of publication: |
2020
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Authors: | Taleb, Nassim Nicholas |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 36.2020, 4, p. 1228-1240
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Subject: | Forecasting | Heavy tailed distributions | Extreme value theory | Forecasting competitions | Mathematical finance | Theorie | Theory | Prognoseverfahren | Forecasting model | Innovationsdiffusion | Innovation diffusion | Statistische Verteilung | Statistical distribution | Ausreißer | Outliers | Finanzmathematik | Risikomaß | Risk measure |
Description of contents: | Description [doi.org] |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Erratum enthalten in: International journal of forecasting, Volume 37, issue 3 (July/September 2021), Seite 1323-1324 |
Other identifiers: | 10.1016/j.ijforecast.2019.12.004 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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