Komunjer, Ivana (contributor); … - 2007
Multivariate Forecast Evaluation and Rationality Testing
Ivana Komunjer
and
Michael T. Owyang
Working Paper … material) should be
cleared with the author or authors.
MULTIVARIATE FORECAST EVALUATION AND RATIONALITY
TESTING
IVANA … KOMUNJER AND MICHAEL T. OWYANG
Abstract. In this paper, we propose a new family of multivariate loss functions that
can be used …