Optimal prediction pools (Q738000)

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Optimal prediction pools
scientific article

    Statements

    title
    Optimal prediction pools (English)
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    author
    John F. Geweke
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    Gianni Amisano
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    publication date
    12 August 2016
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    zbMATH Keywords
    forecasting
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    log scoring
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    model combination
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    S\&P 500 returns
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    Identifiers

    zbMATH DE Number
    6616659
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