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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
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Distilling the macroeocnomic new flow
Beber, Alessandro; Brandt, Michael W.; Luisi, Maurizio - 2013
Persistent link: https://www.econbiz.de/10009723120
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Distilling the macroeconomic news flow
Beber, Alessandro; Brandt, Michael W.; Luisi, Maurizio - 2013
Persistent link: https://www.econbiz.de/10010221873
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Combining multivariate volatility forecasts using weighted losses
Clements, Adam; Doolan, M. B. - 2018
Persistent link: https://www.econbiz.de/10012431199