Better the devil you know: improved forecasts from imperfect models

DOI10.1016/J.JECONOM.2024.105767MaRDI QIDQ6573801zbMATH OpenFDO

Authors Dong Hwan Oh, Andrew J. Patton

Publication date 17 July 2024

Published in Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

model misspecificationlocal maximum likelihoodvolatility forecasting

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

• scientific article; zbMATH DE number 854558 (Why is no real title available?)
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