𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Generalised Rational Bias in Financial Forecasts

✍ Scribed by George A. Christodoulakis

Publisher
Springer
Year
2006
Tongue
English
Weight
174 KB
Volume
2
Category
Article
ISSN
1614-2446

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

The bias in time series volatility forec
The bias in time series volatility forecasts
✍ Louis H. Ederington; Wei Guan πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 137 KB

## Abstract By Jensen's inequality, a model's forecasts of the variance and standard deviation of returns cannot both be unbiased. This study explores the bias in GARCH type model forecasts of the standard deviation of returns, which we argue is the more appropriate volatility measure for most fina

Combining ordinal forecasts with an appl
Combining ordinal forecasts with an application in a financial market
✍ Dennis K. Fan; Kin-Nam Lau; Pui-Lam Leung πŸ“‚ Article πŸ“… 1996 πŸ› John Wiley and Sons 🌐 English βš– 646 KB

The literature on combining forecasts has almost exclusively focused on combining point forecasts. The issues and methods of combining ordinal forecasts have not yet been fully explored, even though ordinal forecasting has many practical applications in business and social research. In this paper, w