Properties of optimal forecasts under asymmetric loss and nonlinearity
| Year of publication: |
2007
|
|---|---|
| Authors: | Patton, Andrew J. ; Timmermann, Allan |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 140.2007, 2, p. 884-918
|
| Publisher: |
Elsevier |