Forecasting nonlinear functions of returns using LINEX loss functions

Annals of Economics and Finance

Volumn 2, Issue 1, 2001, Pages 187-213

  Hwang, Soosung ^a   Knight, John ^b   Satchell, Stephen E ^c  

^a CITY UNIVERSITY   (United Kingdom)

^b UNIVERSITY OF WESTERN ONTARIO   (Canada)

^c TRINITY COLLEGE   (United Kingdom)

Author keywords

Forecasting; LINEX loss function; Volatility

Indexed keywords

EID: 0345978721     PISSN: 15297373     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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