Rationality testing under asymmetric loss

Economics Letters

Volumn 61, Issue 1, 1998, Pages 49-54

  Batchelor, Roy ^a   Peel, David A ^b  

^a CITY UNIVERSITY   (United Kingdom)

^b CARDIFF UNIVERSITY   (United Kingdom)

Author keywords

ARCH Model; C53; E47; Forecasting; Rational expectations

Indexed keywords

EID: 0032359178     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1765(98)00157-8     Document Type: Article

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