Hierarchical forecasting based on AR-GARCH model in a coherent structure
| Year of publication: |
2007
|
|---|---|
| Authors: | Sohn, So Young ; Lim, Michael |
| Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 176.2007, 2, p. 1033-1040
|
| Publisher: |
Elsevier |