The role of the information set for forecasting - with applications to risk management
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More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-05-09 (All new papers)
- NEP-ETS-2014-05-09 (Econometric Time Series)
- NEP-FOR-2014-05-09 (Forecasting)
- NEP-RMG-2014-05-09 (Risk Management)
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