𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A COMPARISON OF FORECASTS

✍ Scribed by S. W. Green


Book ID
112106827
Publisher
John Wiley and Sons
Year
1958
Tongue
English
Weight
199 KB
Volume
13
Category
Article
ISSN
0043-1656

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## Abstract This article surveys the most important developments in volatility forecast comparison and model selection. We review a number of evaluation methods and testing procedures for predictive accuracy based on statistical loss functions. We also review recent contributions on the admissible