Humboldt-Universität zu Berlin | Wirtschaftswissenschaftliche Fakultät | High Dimensional Nonstationary Time Series | About us | News Feed | News 2014 | Publication: Paper accepted to JAE Publication: Paper accepted to JAE 27.01.2014. The paper “Local Adaptive Multiplicative Error Models for High-Frequency Forecasts” by Wolfgang K. Härdle, Nikolaus Hautsch, Andrija Mihoci was published in the Journal of Applied Econometrics.
