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~subject:"2004-2010"
~subject:"Dynamic Model Averaging"
~type_genre:"Article"
~type_genre:"Aufsatz in Zeitschrift"
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2004-2010
Dynamic Model Averaging
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Santucci de Magistris, Paolo
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Caporin, Massimiliano
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Grassi, Stefano
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Nonejad, Nima
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Applied economics letters
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Journal of applied econometrics
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Forecasting with the standardized self-perturbed Kalman filter
Grassi, Stefano
;
Nonejad, Nima
;
Santucci de Magistris, Paolo
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 318-341
Persistent link: https://www.econbiz.de/10011689787
Saved in:
2
On the evaluation of marginal expected shortfall
Caporin, Massimiliano
;
Santucci de Magistris, Paolo
- In:
Applied economics letters
19
(
2012
)
1/3
,
pp. 175-179
Persistent link: https://www.econbiz.de/10009412621
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