A Utility Based Comparison of Some Models of Exchange Rate Volatility
收藏NBER1992-11-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/t0128
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资源简介：
When estimates of variances are used to make asset allocation decisions, underestimates of population variances lead to lower expected utility than equivalent overestimates: a utility based criterion is asymmetric, unlike standard criteria such as mean squared error. To illustrate how to estimate a
提供机构：
美国国家经济研究局
创建时间：
1992-11-01
