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Publication Year:
2017
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1
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32
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Gianni De Nicolo
;
Marcella Lucchetta
Forecasting Tail Risks (replication data)
This paper presents an early warning system as a set of multi-period forecasts of indicators of tail real and financial risks obtained using a large database of monthly US data...
DOI:10.15456/jae.2022326.0701416518
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