Predictive Gains from Forecast Combinations Using Time Varying Model Weights
Year of publication: |
[2010]
|
---|---|
Authors: | Ravazzolo, Francesco |
Other Persons: | Verbeek, Marno (contributor) ; van Dijk, H. K. (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (41 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 2007 erstellt |
Other identifiers: | 10.2139/ssrn.1012574 [DOI] |
Classification: | C11 - Bayesian Analysis ; C53 - Forecasting and Other Model Applications ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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