Optimal properties of exponentially weighted forecasts in the presence of different information sources
| Year of publication: |
1994
|
|---|---|
| Authors: | Satchell, S. ; Timmermann, A. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 45.1994, 2, p. 169-174
|