Optimal forecast combinations under general loss functions and forecast error distributions
| Year of publication: |
2004
|
|---|---|
| Authors: | Elliott, Graham ; Timmermann, Allan |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 122.2004, 1, p. 47-79
|
| Publisher: |
Elsevier |