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A forecast comparison of volatility models: does anything beat a GARCH(1,1)? ...
We compare 330 ARCH-type models in terms of their ability to describe the conditional variance. The models are compared out-of-sample using DM?$ exchange rate data and IBM... -
Worker Personality: Another Skill Bias beyond Education in the Digital Age
We present empirical evidence suggesting that technological progress in the digital age will be biased not only with respect to skills acquired through education but...
