Forecasting with VAR models: Fat tails and stochastic volatility
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DOI
10.1016/j.ijforecast.2017.03.001
Journal
International Journal of Forecasting
ISSN
0169-2070
Metadata
Show full item recordAuthors
Chiu, C-WJ; Mumtaz, H; Pintér, GCollections
- Applied Economics [100]