Assessing liquidity‐adjusted risk forecasts
نویسندگان
چکیده
منابع مشابه
Assessing probabilistic forecasts about particular situations
How useful are probabilistic forecasts of the outcomes of particular situations? Potentially, they contain more information than unequivocal forecasts and, as they allow a more realistic representation of the relative likelihood of different outcomes, they might be more accurate and therefore more useful to decision makers. To test this proposition, I first compared a SquaredError Skill Score (...
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ژورنال
عنوان ژورنال: Journal of Forecasting
سال: 2021
ISSN: 0277-6693,1099-131X
DOI: 10.1002/for.2758