Better the devil you know : improved forecasts from imperfect models
Year of publication: |
2024
|
---|---|
Authors: | Oh, Dong Hwan ; Patton, Andrew J. |
Subject: | Local maximum likelihood | Model misspecification | Volatility forecasting | Theorie | Theory | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Modellierung | Scientific modelling |
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