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Optimal forecasting accuracy using Lp-norm combination - MaRDI portal

Optimal forecasting accuracy using Lp-norm combination (Q2168554)

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scientific article
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Optimal forecasting accuracy using Lp-norm combination
scientific article

    Statements

    title
    Optimal forecasting accuracy using Lp-norm combination (English)
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    published in
    Metron
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    publication date
    31 August 2022
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    zbMATH Keywords
    Lp-norm estimators
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    generalized error distribution
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    forecast combination
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    financial time series
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    GARCH models
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    describes a project that uses
    ForecastComb
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    normalp
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    Rugarch
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    Identifiers

    zbMATH DE Number
    7579337
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    OpenAlex ID
    W3195879769
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