Optimal properties of exponentially weighted forecasts in the presence of different information sources
Steve Satchell ; Allan Timmermann
| Year of publication: |
1994
|
|---|---|
| Authors: | Satchell, Stephen |
| Other Persons: | Timmermann, Allan (contributor) |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 45.1994, 2, p. 169-174
|
| Subject: | Prognoseverfahren | Forecasting model | Statistische Methodenlehre | Statistical theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001163976