Using information quality for volatility model combinations (Q4683043)
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scientific article; zbMATH DE number 6939248
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using information quality for volatility model combinations |
scientific article; zbMATH DE number 6939248 |
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Using information quality for volatility model combinations (English)
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19 September 2018
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forecast combination
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model uncertainty
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quality of information
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volatility forecasts
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