Abstract
Introduction notation single forecast evaluation loss functions and the latent variable problem pairwise comparison multiple comparison consistency of the ordering and inference on forecast performances conclusion.
Original language | English |
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Title of host publication | Handbook on Volatility Models and their Applications |
Editors | L. Bauwens, C. Hafner, S. Laurent |
Place of Publication | London |
Publisher | John Wiley & Sons Inc. |
Pages | 465-485 |
ISBN (Print) | 978-0-470-87251-2 |
DOIs | |
Publication status | Published - 1 Jan 2012 |