The model confidence set package for R
Year of publication: |
2018
|
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Authors: | Bernardi, Mauro ; Catania, Leopoldo |
Published in: |
International journal of computational economics and econometrics. - Genève [u.a.] : Inderscience Enterprises, ISSN 1757-1170, ZDB-ID 2550146-X. - Vol. 8.2018, 2, p. 144-158
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Subject: | MCS | model confidence set | model choice | R | VaR | value-at-risk | Prognoseverfahren | Forecasting model | Theorie | Theory | Risikomaß | Risk measure | Modellierung | Scientific modelling | Bootstrap-Verfahren | Bootstrap approach |
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