Further Results on Forecasting and Model Selection Under Asymmetric Loss

Christoffersen and Francis Diebold

Home Pages from University of Pennsylvania

References: View references in EconPapers View complete reference list from CitEc
Citations:

Published in Journal of Applied Econometrics

Downloads: (external link)
ftp://ftp.ssc.upenn.edu/pub/people/diebold/paper6/pacd3.pdf (application/pdf)

Related works:
Journal Article: Further Results on Forecasting and Model Selection under Asymmetric Loss (1996)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wop:pennhp:_059

Access Statistics for this paper

More papers in Home Pages from University of Pennsylvania Contact information at EDIRC.
Bibliographic data for series maintained by Thomas Krichel (krichel@openlib.org).