Filiz, Ibrahim; Judek, Jan René; Lorenz, Marco; … - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-27
future. In addition, we draw on some contemporary measures of forecast quality (prediction-realization diagram, test of … dispersion of the forecasts lags behind that of the actual events, (c) the slope of the regression lines in the prediction …