Robust optimization of forecast combinations
Year of publication: |
2019
|
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Authors: | Post, Thierry ; Karabati, Selcuk ; Arvanitis, Stelios |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 35.2019, 3, p. 910-926
|
Subject: | Asymptotic theory | Convex optimization | Forecast combinations | Stochastic dominance | Time series analysis | Volatility index forecasting | Theorie | Theory | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Volatilität | Volatility |
Description of contents: | Description [doi.org] |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Erratum enthalten in: Volume 37, issue 3 (July/September 2021), Seite 1317-1318 |
Other identifiers: | 10.1016/j.ijforecast.2019.01.007 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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