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Search: subject:"Dynamic model averaging"
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Forecasting model
2
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dynamic model averaging
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Selective attention in exchange rate forecasting
Kapounek, Svatopluk
;
Kučerová, Zuzana
;
Kočenda, Evžen
-
2021
for the period of 1979–2016. We employ a
dynamic
model
averaging
approach to reduce model selection uncertainty and to …
Persistent link: https://www.econbiz.de/10012433963
Saved in:
2
Selective Attention in Exchange Rate Forecasting
Kapounek, Svatopluk
;
Kucerova, Zuzana
;
Kocenda, Evzen
-
2020
for the period of 1979-2016. We employ a
dynamic
model
averaging
approach to reduce model selection uncertainty and to …
Persistent link: https://www.econbiz.de/10012695515
Saved in:
3
Forecasting realized volatility in a changing world : a
dynamic
model
averaging
approach
Wang, Yudong
;
Ma, Feng
;
Wei, Yu
;
Wu, Chongfeng
- In:
Journal of banking & finance
64
(
2016
),
pp. 136-149
Persistent link: https://www.econbiz.de/10011634282
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