Optimal properties of exponentially weighted forecasts in the presence of different information sources
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Publication:1331519
DOI10.1016/0165-1765(94)90129-5zbMath0925.62518OpenAlexW2025437684MaRDI QIDQ1331519
Steve Satchell, Allan G. Timmermann
Publication date: 8 November 1999
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(94)90129-5
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