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Publication Year:
2022
Tags:
bootstrap
Matei Demetrescu
;
Christoph Hanck
;
Robinson Kruse
Robust inference under time‐varying volatility: A real‐time evaluation of pro...
In many forecast evaluation applications, standard tests as well as tests allowing for time-variation in relative forecast ability build on...
DOI:10.17889/jae.2022312.081206 [TEST]
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