Generalized aggregation of misspecified models: with an application to asset pricing
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Publication:2658796
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Cites work
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- scientific article; zbMATH DE number 3911472 (Why is no real title available?)
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- scientific article; zbMATH DE number 2015216 (Why is no real title available?)
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Cited in
(5)- Editorial for the special issue on financial econometrics in the age of the digital economy
- Quantile aggregation and combination for stock return prediction
- Rank-Based Greedy Model Averaging for High-Dimensional Survival Data
- Post-averaging inference for optimal model averaging estimator in generalized linear models
- Unified Optimal Model Averaging with a General Loss Function based on Cross-Validation
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