Generalised Rational Bias in Financial Forecasts
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Bibliographic InfoArticle provided by Springer in its journal Annals of Finance.
Volume (Year): 2 (2006)
Issue (Month): 4 (October)
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Web page: http://www.springerlink.com/link.asp?id=112370
Asymmetric preferences; Distribution of forecasters; LinEx; Non-normality; Optimal forecasts; Skewed normal; G1; C5;
Find related papers by JEL classification:
- G1 - Financial Economics - - General Financial Markets
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
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