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widely-used income-side version GDPI . We propose and explore a "forecast combination" approach to combining them. We then …
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widely-used income-side version GDPI . We propose and explore a "forecast combination" approach to combining them. We then …
Persistent link: https://www.econbiz.de/10012461237
widely-used income-side version GDI . The authors propose and explore a "forecast combination" approach to combining them …
Persistent link: https://www.econbiz.de/10014177383
widely-used income-side version, GDPI . We propose and explore a "forecast combination" approach to combining them. We then …
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volatility forecast, coupled with a parametric lognormal-normal mixture distribution implied by the theoretically and empirically …
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