Sucarrat, Genaro - In: Economics: The Open-Access, Open-Assessment E-Journal 3 (2009) 2009-8, pp. 1-33
A practice that has become widespread and widely endorsed is that of evaluating forecasts of financial variability … continuous time theory. In explanatory financial variability modelling this raises several methodological and practical issues … properties of operational and practical procedures for the forecast evaluation of explanatory discrete time models of financial …
