On the Relationship Between Cross-Sectional and Time Series Measures of Uncertainty
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KeywordsCross-section and Time series; Expectations; Uncertainty; GARCH Models;
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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