Title of article

Optimal prediction under LINLIN loss: Empirical evidence

Author/Authors

YaseminUlu، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 2007

Pages

9

From page

707

To page

715

Keywords

Loss function , Volatility forecasting , GARCH models , time series

Journal title

International Journal of Forecasting

Serial Year

2007

Journal title

International Journal of Forecasting

Record number

179311