Pages that link to "Item:Q2346024"
From MaRDI portal
The following pages link to Nested forecast model comparisons: a new approach to testing equal accuracy (Q2346024):
Displaying 4 items.
- The VIX, the variance premium and stock market volatility (Q473230) (← links)
- Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data (Q726598) (← links)
- Predicting the VIX and the volatility risk premium: the role of short-run funding spreads volatility factors (Q2224982) (← links)
- Model averaging for asymptotically optimal combined forecasts (Q6108268) (← links)
