Time-varying window length for correlation forecasts
Year of publication: |
December 2017
|
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Authors: | Jeon, Yoontae ; McCurdy, Thomas H. |
Published in: |
Econometrics : open access journal. - Basel : MDPI, ISSN 2225-1146, ZDB-ID 2717594-7. - Vol. 5.2017, 4, p. 1-29
|
Subject: | model uncertainty | variance and correlation forecasts | time-varying window length | Prognoseverfahren | Forecasting model | Korrelation | Correlation | Theorie | Theory |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/econometrics5040054 [DOI] hdl:10419/195438 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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