Forecast Rationality Tests Based on Multi-Horizon Bounds

Forecast Rationality Tests Based on Multi-Horizon Bounds

Patton, Andrew J., Timmermann, Allan
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Volume:
30
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.1080/07350015.2012.634337
Date:
January, 2012
File:
PDF, 600 KB
english, 2012
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