On loss functions and ranking forecasting performances of multivariate volatility models (Q528161)

From MaRDI portal
Revision as of 19:09, 22 June 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
On loss functions and ranking forecasting performances of multivariate volatility models
scientific article

    Statements

    On loss functions and ranking forecasting performances of multivariate volatility models (English)
    0 references
    0 references
    0 references
    0 references
    12 May 2017
    0 references