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Exploiting spillovers to forecast crashes
Gresnigt, Francine; Kole, Erik; Franses, Philip Hans - In: Journal of forecasting 36 (2017) 8, pp. 936-955
Persistent link: https://www.econbiz.de/10011860928
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Heterogeneous forecast adjustment
Bruijn, Bert de; Franses, Philip Hans - In: Journal of forecasting 36 (2017) 4, pp. 337-344
Persistent link: https://www.econbiz.de/10011860419