Solving the forecast combination puzzle using double shrinkages
Year of publication: |
2024
|
---|---|
Authors: | Liu, Li ; Hao, Xianfeng ; Wang, Yudong |
Published in: |
Oxford bulletin of economics and statistics. - Oxford : Wiley-Blackwell, ISSN 1468-0084, ZDB-ID 1473788-7. - Vol. 86.2024, 3, p. 714-741
|
Subject: | Prognoseverfahren | Forecasting model | Kleinste-Quadrate-Methode | Least squares method | Aktienindex | Stock index | Kapitalmarktrendite | Capital market returns | Theorie | Theory | 1927-2017 |
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