Optimal prediction under LINLIN loss: Empirical evidence

Ulu, Yasemin . International Journal of Forecasting 2007. 23 (4) :707-715

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Bibtex

@article{CIS-220724,
  Author = {Ulu, Yasemin},
  Title = {Optimal prediction under LINLIN loss: Empirical evidence},
  Journal = {International Journal of Forecasting},
  Volume = {23},
  Number = {4},
  Year = {2007},
  Pages = {707--715},
  Keywords = {Time series, Loss function, GARCH models, volatility forecasting, special section -- Global income growth in the 21st century: Determinants and forecasts}
}

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