Model Uncertainty and Forecast Combination in High‐Dimensional Multivariate Volatility Prediction
| Year of publication: |
2015
|
|---|---|
| Authors: | Amendola, Alessandra ; Storti, Giuseppe |
| Published in: |
Journal of Forecasting. - John Wiley & Sons, Ltd.. - Vol. 34.2015, 2, p. 83-91
|
| Publisher: |
John Wiley & Sons, Ltd. |