Why do forecasters disagree? Lessons from the term structure of cross-sectional dispersion

✍ Scribed by Andrew J. Patton; Allan Timmermann

• Book ID: 113726124
• Publisher: Elsevier Science
• Year: 2010
• Tongue: English
• Weight: 574 KB
• Volume: 57
• Category: Article
• ISSN: 0304-3932
• DOI: 10.1016/j.jmoneco.2010.07.001