Optimal properties of exponentially weighted forecasts in the presence of different information sources
| Year of publication: |
1994
|
|---|---|
| Authors: | Satchell, Steve ; Timmermann, Allan |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 45.1994, 2, p. 169-174
|
| Publisher: |
Elsevier |