Lasso-Based Forecast Combinations for Forecasting Realized Variances
Year of publication: |
2016
|
---|---|
Authors: | Wilms, Ines |
Other Persons: | Rombouts, Jeroen (contributor) ; Croux, Christophe (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Prognoseverfahren | Forecasting model | Varianzanalyse | Analysis of variance | Prognose | Forecast | Theorie | Theory |
Extent: | 1 Online-Ressource (24 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2873354 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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