Better the devil you know: improved forecasts from imperfect models (Q6573801)
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scientific article; zbMATH DE number 7882263
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| English | Better the devil you know: improved forecasts from imperfect models |
scientific article; zbMATH DE number 7882263 |
Statements
Better the devil you know: improved forecasts from imperfect models (English)
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17 July 2024
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model misspecification
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local maximum likelihood
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volatility forecasting
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