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Using proxies to improve forecast evaluation - MaRDI portal

Using proxies to improve forecast evaluation (Q6179125)

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scientific article; zbMATH DE number 7789379
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English
Using proxies to improve forecast evaluation
scientific article; zbMATH DE number 7789379

    Statements

    title
    Using proxies to improve forecast evaluation (English)
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    author
    Hajo Holzmann
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    Bernhard Klar
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    publication date
    16 January 2024
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    zbMATH Keywords
    cryptocurrencies
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    DM test
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    forecast comparison
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    volatility proxies
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    cites work

    Identifiers

    arXiv ID
    2109.02432
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    DOI
    10.1214/22-aoas1716
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    zbMATH DE Number
    7789379
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    OpenAlex ID
    W3196745187
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