Browsing by Subject "volatility"

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  • Li, J; Patton, Andrew J. (2013-07-06)
    This paper provides a general framework that enables many existing inference methods for predictive accuracy to be used in applications that involve forecasts of latent target variables. Such applications include the ...
  • Maniloff, Peter (2013)
    <p>Environmental policy is increasingly implemented via market mechanisms. While this is in many ways a great success for the economics profession, a number of questions remain. In this dissertation, I empirically explore ...