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Communications dans une conférence (2019), 2019 Quantitative Finance and Financial Econometrics (QFFE)

The Bias-Variance Trade-off in Multistep Forecasting and Predictive Regressions at Intermediate and Long Horizons

CHEVILLON, G. (2019). The Bias-Variance Trade-off in Multistep Forecasting and Predictive Regressions at Intermediate and Long Horizons. In: 2019 Quantitative Finance and Financial Econometrics (QFFE).