Humboldt-Universität zu Berlin
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High Dimensional Nonstationary Time Series
Publication: Paper accepted to JAEhttps://www.wiwi.hu-berlin.de/de/forschung/irtg/general-information-rtg/news-folder/news-2014/publication-paper-accepted-to-jaehttps://www.wiwi.hu-berlin.de/@@site-logo/og_logo.png
27.01.2014. The paper “Local Adaptive Multiplicative Error Models for High-Frequency Forecasts” by Wolfgang K. Härdle, Nikolaus Hautsch, Andrija Mihoci was published in the Journal of Applied Econometrics.