Model Uncertainty and Forecast Combination in High-Dimensional Multivariate Volatility Prediction (Q154363)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model Uncertainty and Forecast Combination in High-Dimensional Multivariate Volatility Prediction |
scientific article |
Statements
34
0 references
2
0 references
83-91
0 references
9 January 2015
0 references
