The role of the information set for forecasting—with applications to risk management

Published 2014 View Full Article

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Title
The role of the information set for forecasting—with applications to risk management
Authors
Keywords
-
Journal
Annals of Applied Statistics
Volume 8, Issue 1, Pages 595-621
Publisher
Institute of Mathematical Statistics
Online
2014-04-08
DOI
10.1214/13-aoas709

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