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Nowcasting using regression on signatures

Fuente: arXiv

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Bibliographic Details
Main Authors:	Cohen, Samuel N., Mantoan, Giulia, Nesheim, Lars, de Paula, Áureo, Turrell, Arthur, Yang, Lingyi
Format:	Preprint
Published:	2023
Subjects:	Econometrics Probability Methodology 60L10, 60L90, 60G35, 62M10, 62M20
Online Access:	Acceder al recurso
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