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Properties of Optimal Forecasts under Asymmetric Loss and Nonlinearity

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  • Allan Timmermann
  • Andrew Patton

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  • Allan Timmermann & Andrew Patton, 2004. "Properties of Optimal Forecasts under Asymmetric Loss and Nonlinearity," Working Papers wp04-05, Warwick Business School, Finance Group.
  • Handle: RePEc:wbs:wpaper:wp04-05
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