Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Matei Demetrescu, Christoph Hanck, Robinson Kruse-Becher
| Year of publication: |
2022
|
|---|---|
| Authors: | Demetrescu, Matei ; Hanck, Christoph ; Kruse-Becher, Robinson |
| Subject: | structural breaks | bootstrap | forecast evaluation | HAC estimation | hypothesis testing | Strukturbruch | Structural break | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Statistischer Test | Statistical test | Schätzung | Estimation | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation | Zeitreihenanalyse | Time series analysis |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Research data: | |
| Other identifiers: | 10.1002/jae.2906 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013464645