Conditional superior predictive ability
Jia Li, Zhipeng Liao and Rogier Quaedvlieg
| Year of publication: |
2022
|
|---|---|
| Authors: | Li, Jia ; Liao, Zhipeng ; Quaedvlieg, Rogier |
| Subject: | Conditional moment inequality | Forecast evaluation | Inflation | Intersection bounds | Machine learning | Volatility | Prognoseverfahren | Forecasting model | Volatilität | Künstliche Intelligenz | Artificial intelligence | Theorie | Theory | Statistischer Test | Statistical test | Prognose | Forecast | Inflationsrate | Inflation rate | ARCH-Modell | ARCH model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/restud/rdab039 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013188887