Thornton, Daniel L. (contributor) - 2004 - [Elektronische Ressource]
any event, this tendency tends to increase with the forecast
horizon. The absolute level and standard deviations of the … event, the analysis in the preceding section is based on the assumption that
the risk premium is constant over the sample …, respectively.
In any event, Figure 5 suggests that statistically significant differences between
the theoretical and Diebold …