Persistence in forecasting performance and conditional combination strategies
From MaRDI portal
Publication:291843
DOI10.1016/j.jeconom.2005.07.015zbMath1418.62406MaRDI QIDQ291843
Marco Aiolfi, Allan G. Timmermann
Publication date: 10 June 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2005.07.015
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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