Hierarchical forecasting based on AR-GARCH model in a coherent structure (Q852971)
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scientific article; zbMATH DE number 5073103
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| English | Hierarchical forecasting based on AR-GARCH model in a coherent structure |
scientific article; zbMATH DE number 5073103 |
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Hierarchical forecasting based on AR-GARCH model in a coherent structure (English)
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15 November 2006
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hierarchical forecasting
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AR-Garch model
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Dow Jones industrial average
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coherent structure
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0.7165892720222473
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0.6946620941162109
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0.6744107007980347
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0.6693205833435059
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0.667777419090271
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