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Nested Forecasting Errors

The dataset used in this paper is a collection of forecast errors from two nested models.

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Cite this as

Jean-Yves Pitarakis (2024). Dataset: Nested Forecasting Errors. https://doi.org/10.57702/agqt0yrp

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Additional Info

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Created December 3, 2024
Last update December 3, 2024
Defined In https://doi.org/10.48550/arXiv.2008.08387
Author Jean-Yves Pitarakis
Homepage https://doi.org/10.1016/j.jfineco.2020.03.004