Persistence in forecasting performance and conditional combination strategies
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Publication:291843
DOI10.1016/j.jeconom.2005.07.015zbMath1418.62406OpenAlexW2057182962MaRDI QIDQ291843
Marco Aiolfi, Allan G. Timmermann
Publication date: 10 June 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2005.07.015
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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