期刊名称：Euro Area Balance of Payments and International Investment Position Statistics
印刷版ISSN：1830-3420
电子版ISSN：1830-3439
出版年度：2014
出版社：European Central Bank
摘要：We are grateful for comments and suggestions by participants of the 7th International Conference on Computational and Financial Econometrics in London, December 2013, the 10th BMRC-DEMS Conference in London, May 2014 and the EFMA 2014 Annual Meeting in Rome, June 2014. We thank Denis Pelletier, Annastiina Silvennoinen, Allan Timmermann and Timo Ter.svirta for the helpful conversations and suggestions. Suggestions by Annastiina Silvennoinen and Timo Ter.svirta during code development are especially appreciated
