2008-07-29–2008-07-31 - Rio de Janeiro, Botafogo, Graduate School of Economics … (Brazil) - Graduate School of Economics of the Getulio Vargas …
Forecasting has applications in several areas of Econometrics, although macroeconomic forecasting has occupied a relative large space in the literature historically. Recently, however, financial applications have gained momentum, with topics such as forecasting volatility, quantiles,...