On loss functions and ranking forecasting performances of multivariate volatility models

DOI10.1016/j.jeconom.2012.08.004zbMath1443.62359OpenAlexW3022085142MaRDI QIDQ528161

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Publication date: 12 May 2017

Published in: (Search for Journal in Brave)

Full work available at URL: https://depot.erudit.org/id/003158dd

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