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subject:"Volatility"
isPartOf:"Journal of applied econometrics"
~person:"Ravazzolo, Francesco"
~subject:"Estimation"
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Ravazzolo, Francesco
Pesaran, M. Hashem
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Marcellino, Massimiliano
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Clark, Todd E.
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Kilian, Lutz
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Phillips, Peter C. B.
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Macroeconomic forecasting performance under alternative specifications of time-varying volatility
Clark, Todd E.
;
Ravazzolo, Francesco
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 551-575
Persistent link: https://www.econbiz.de/10011332869
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