Economic theory and exchange rate forecasts
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- Christoffersen, Peter F. & Diebold, Francis X., 1997.
"Optimal Prediction Under Asymmetric Loss,"
Econometric Theory, Cambridge University Press, vol. 13(6), pages 808-817, December.
- Peter F. Christoffersen & Francis X. Diebold, "undated". "Optimal Prediction Under Asymmetric Loss," CARESS Working Papres 97-20, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
- Peter F. Christoffersen & Francis X. Diebold, 1997. "Optimal prediction under asymmetric loss," Working Papers 97-11, Federal Reserve Bank of Philadelphia.
- Peter F. Christoffersen & Francis X. Diebold, 1994. "Optimal Prediction Under Asymmetric Loss," NBER Technical Working Papers 0167, National Bureau of Economic Research, Inc.
- Christoffersen & Diebold, "undated". "Optimal Prediction Under Asymmetric Loss," Home Pages 167, 1996., University of Pennsylvania.
- Carl Bonham & Richard Cohen & Shigeyuki Abe, 2006. "The Rationality and Heterogeneity of Survey Forecasts of the Yen-Dollar Exchange Rate: A Reexamination," Working Papers 200611, University of Hawaii at Manoa, Department of Economics.
- Lopez, Jose A, 2001.
"Evaluating the Predictive Accuracy of Volatility Models,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(2), pages 87-109, March.
- Jose A. Lopez, 1995. "Evaluating the predictive accuracy of volatility models," Research Paper 9524, Federal Reserve Bank of New York.
- Pollock, Andrew C. & Macaulay, Alex & Onkal-Atay, Dilek & Wilkie-Thomson, Mary E., 1999. "Evaluating predictive performance of judgemental extrapolations from simulated currency series," European Journal of Operational Research, Elsevier, vol. 114(2), pages 281-293, April.
- Silva Lopes, Artur, 1994. "A "hipótese das expectativas racionais": teoria e realidade (uma visita guiada à literatura até 1992) [The "rational expectations hypothesis": theory and reality (a guided tour ," MPRA Paper 9699, University Library of Munich, Germany, revised 23 Jul 2008.
- Shalabh, & Garg, G. & Heumann, C., 2012. "Performance of double k-class estimators for coefficients in linear regression models with non-spherical disturbances under asymmetric losses," Journal of Multivariate Analysis, Elsevier, vol. 112(C), pages 35-47.
- Anatolyev, Stanislav, 2006. "Kernel estimation under linear-exponential loss," Economics Letters, Elsevier, vol. 91(1), pages 39-43, April.
- Batchelor, Roy & Peel, David A., 1998. "Rationality testing under asymmetric loss," Economics Letters, Elsevier, vol. 61(1), pages 49-54, October.
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