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isPartOf:"Journal of money, credit and banking : JMCB"
subject:"Forecasting model"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Rossi, Barbara"
~subject:"Volatility"
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Journal of money, credit and banking : JMCB
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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In-sample inference and forecasting in misspecified factor models
Carrasco, Marine
;
Rossi, Barbara
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 313-338
Persistent link: https://www.econbiz.de/10011691438
Saved in:
2
Rejoinder: In-sample inference and forecasting in misspecified factor models
Carrasco, Marine
;
Rossi, Barbara
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 353-356
Persistent link: https://www.econbiz.de/10011691450
Saved in:
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