Journal of Applied Econometrics Data Archive

Matei Demetrescu, Christoph Hanck and Robinson Kruse, "Robust Inference under Time-Varying Volatility: A Real-Time Evaluation of Professional Forecasters", Journal of Applied Econometrics, Vol. 37, No. 5, 2022, pp. 1010-1030.

• Readme file
• dhk-data.zip

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