Model Uncertainty and Forecast Combination in High-Dimensional Multivariate Volatility Prediction

DOI10.1002/FOR.2322MaRDI QIDQ154363FDO

Authors Alessandra Amendola, Giuseppe Storti

Publication date 9 January 2015

Published in Journal of Forecasting (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/FOR.2322

Cited in

(1)

• StatPerMeCo

This page was built for publication: Model Uncertainty and Forecast Combination in High-Dimensional Multivariate Volatility Prediction

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q154363)