On loss functions and ranking forecasting performances of multivariate volatility models
| Year of publication: |
2013
|
|---|---|
| Authors: | Laurent, Sébastien ; Rombouts, Jeroen V.K. ; Violante, Francesco |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 173.2013, 1, p. 1-10
|