Optimal Prediction Under Asymmetric Loss

Peter Christoffersen and Francis Diebold

CARESS Working Papres from University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences

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Related works:
Journal Article: Optimal Prediction Under Asymmetric Loss (1997)
Working Paper: Optimal prediction under asymmetric loss (1997)
Working Paper: Optimal Prediction Under Asymmetric Loss (1994)
Working Paper: Optimal Prediction Under Asymmetric Loss
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