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:
- Download BibTeX