MCS

swMATH21255CRANMCSMaRDI QIDQ33066FDOQ33066

Model Confidence Set Procedure

Author name not available (Why is that?)

Last update: 4 August 2017

Copyright license: GNU General Public License, version 2.0

Software version identifier: 0.1.3

Source code repository: https://github.com/cran/MCS

Cites work

• The Model Confidence Set

Cited In (15)

• Volatility forecasting of strategically linked commodity ETFs: gold-silver
• Evaluation of volatility predictions in a VaR framework
• Conditional asymmetry in power ARCH\((\infty)\) models
• TREE-BASED MACHINE LEARNING METHODS FOR MODELING AND FORECASTING MORTALITY
• The effects of conventional and unconventional monetary policy on forecasting the yield curve
• The Model Confidence Set
• Data cloning estimation for asymmetric stochastic volatility models
• Multi-population mortality modeling: when the data is too much and not enough
• Option implied moments obtained through fuzzy regression
• How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns
• OptiSembleForecasting
• A robust functional time series forecasting method
• A change-point approach for the identification of financial extreme regimes
• Forecasting volatility returns of oil price using gene expression programming approach.
• How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns

This page was built for software: MCS