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	Mincer-Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions
	Guler, Kemal; Ng, Pin T.; Xiao, Zhijie
刊名	JOURNAL OF FORECASTING
	2017
卷号	36期号:6页码:651-679
关键词	asymmetric loss expectile regression forecast evaluation quantile regression
DOI	10.1002/for.2462
URL标识	查看原文
公开日期	[db:dc_date_available]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/4586462
专题	山东大学
作者单位	1.Anadolu Univ, Fac Econ & Adm Sci, Dept Econ, Eskisehir, Turkey. 2.No Arizona Univ, Franke Coll Business, Flagstaff, AZ US
推荐引用方式 GB/T 7714	Guler, Kemal,Ng, Pin T.,Xiao, Zhijie. Mincer-Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions[J]. JOURNAL OF FORECASTING,2017,36(6):651-679.
APA	Guler, Kemal,Ng, Pin T.,&Xiao, Zhijie.(2017).Mincer-Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions.JOURNAL OF FORECASTING,36(6),651-679.
MLA	Guler, Kemal,et al."Mincer-Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions".JOURNAL OF FORECASTING 36.6(2017):651-679.

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