Combining forecasts? : keep it simple
Year of publication: |
2023
|
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Authors: | Lis, Szymon ; Chlebus, Marcin |
Published in: |
Central European economic journal. - Warsaw : Sciendo, ISSN 2543-6821, ZDB-ID 2977690-9. - Vol. 10.2023, 57, p. 343-370
|
Subject: | Machine learning | GARCH models | combined forecasts | commodities | VaR | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Theorie | Theory | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.2478/ceej-2023-0020 [DOI] |
Classification: | C53 - Forecasting and Other Model Applications ; G32 - Financing Policy; Capital and Ownership Structure ; Q01 - Sustainable Development |
Source: | ECONIS - Online Catalogue of the ZBW |
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