Testing for Superior Predictive Ability

hi, i'm doing a research using SPA, using OxEdit 4. i'm new with Ox, so forgive me if the

I guess that does make sense: the onus is on the researcher to 'prove' that the alternative

Dear Sir: As I'm new to Ox software, sorry for the following question. I have completed the

Hi, I am working on a research project where I would like to study (through simulation) the power of

Hi. You need to define the loss so that it produces the time series of losses. That is: hmae(Y,Yhat)

"A forecast comparison of volatility models: Does anything beat a GARCH(1,1)?", by Hansen