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Search: subject:"Forecasting performance decomposition"
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Forecasting short-run exchange rate volatility with monetary fundamentals : a GARCH-MIDAS approach
You, Yu
;
Liu, Xiaochun
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012489245
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On tail fatness of macroeconomic dynamics
Liu, Xiaochun
- In:
Journal of macroeconomics
62
(
2019
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012243478
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