Forecast combination puzzle in the HAR model
Adam Clements, Andrey L Vasnev
| Year of publication: |
2024
|
|---|---|
| Authors: | Clements, Adam ; Vasnev, Andrey L |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 43.2024, 1, p. 118-137
|
| Subject: | forecast combination | HAR model | realized volatility | Prognoseverfahren | Forecasting model | Theorie | Theory | Volatilität | Volatility | Modellierung | Scientific modelling |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3029 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014443188