Forecast rationality tests based on multi-horizon bounds :: Andrew J. Patton :: Centre for Economic Policy Research 2011 :: OBNB, the Open British National Bibliography

Publication Data

Title Forecast rationality tests based on multi-horizon bounds
Author Andrew J. Patton
Contributors Allan Timmermann, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 2011
Publication location London
Language English

Descriptive Notes

"Financial economics".

Topics

Economic forecasting :: Mathematical models

Catalogue Data

OBNB ID GBB1D8288
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 330.0112

ISBD

P1053 50 p.
P1042 Includes bibliographical references.

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Forecast rationality tests based on multi-horizon bounds by Andrew J. Patton. Published by Centre for Economic Policy Research in 2011. Publication and catalogue information, links to buy online and reader comments.