“Go Wild for a While!”: A New Test for Forecast Evaluation in Nested Models
Pablo Pincheira(Adolfo Ibáñez University), Felipe Muñoz(Instituto Profesional Providencia), Nicolás Hardy(Universidad Diego Portales)
Cited by 3
Related Papers
Forecasting base metal prices with the Chilean exchange rate
|Resources Policy|2019|47
Forecasting aluminum prices with commodity currencies
|Resources Policy|2021|28
The predictive power of stock market’s expectations volatility: A financial synchronization phenomenon
|PLoS ONE|2021|17
Forecasting fuel prices with the Chilean exchange rate: Going beyond the commodity currency hypothesis
|Energy Economics|2021|17
The Volatility Forecasting Power of Financial Network Analysis
|Complexity|2020|13