Publications

Type of Publication: Article in Journal

Robust Inference under Time-Varying Volatility: A Real-Time Evaluation of Professional Forecasters

Author(s):
Demetrescu, M.; Hanck, C.; Kruse, Robinson
Title of Journal:
Journal of Applied Econometrics
Publication Date:
2022
Digital Object Identifier (DOI):
doi:10.1002/jae.2906
Citation:
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