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Eric Ghysels / Linear filters / Robot control / Control theory / Kalman filter / VIX / Economic model / Regression analysis / Mixed data sampling / Statistics / Economics / Econometrics


Should Macroeconomic Forecasters Use Daily Financial Data and How?10pt
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Facility

Eric Ghysels University of North Carolina September / /

MarketIndex

VIX / /

Organization

University of North Carolina / /

Person

Jennie Bai / Elena Andreou / Jonathan Wright / Eric Ghysels / /

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