Forecast combinations for structural breaks in volatility: Evidence from BRICS countries
Year of publication: |
2018
|
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Authors: | De Gaetano, Davide |
Published in: |
Journal of Risk and Financial Management. - Basel : MDPI, ISSN 1911-8074. - Vol. 11.2018, 4, p. 1-13
|
Publisher: |
Basel : MDPI |
Subject: | structural breaks | forecast combinations | GARCH model | out-of-sample forecasts |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3390/jrfm11040064 [DOI] 1047751364 [GVK] hdl:10419/238924 [Handle] |
Classification: | C53 - Forecasting and Other Model Applications ; c58 ; G17 - Financial Forecasting |
Source: |
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