Franses, Philip Hans; Welz, Max - In: Journal of risk and financial management : JRFM 13 (2020) 3/44, pp. 1-7
extent they adjust an econometric model-based forecast. In this paper we show, while making just two simple assumptions, that … econometric model. A key feature of the data that facilitates our estimates is that we have forecast updates for the same forecast …
