Billio, Monica; Sartore, Domenico; Toffano, Carlo - In: The European Journal of Finance 6 (2000) 2, pp. 126-145
The aim of this work is to investigate whether the combination of forecasts plays an important role in the improvement of forecast accuracy Particular attention is paid to: (a) the methods of forecasting (the methods compared are neural networks, fuzzy logic, GARCH models, switching regime and...