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~isPartOf:"NCER working paper series"
~person:"Clements, Adam"
~person:"Luisi, Maurizio"
~subject:"Prognoseverfahren"
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Prognoseverfahren
Multivariate Analyse
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Multivariate analysis
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Clements, Adam
Luisi, Maurizio
Becker, Ralf
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Doolan, M. B.
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Doolan, Mark
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ECONIS (ZBW)
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On the efficacy of techniques for evaluating multivariate volatility forecasts
Clements, Adam
;
Doolan, Mark
;
Hurn, Stan
;
Becker, Ralf
-
2009
Persistent link: https://www.econbiz.de/10003880627
Saved in:
2
Combining multivariate volatility forecasts using weighted losses
Clements, Adam
;
Doolan, M. B.
-
2018
Persistent link: https://www.econbiz.de/10012431199
Saved in:
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