Parameter instability and forecasting performance : a Monte Carlo study

Costas Anyfantakis, Guglielmo M. Caporale, Nikitas Pittis

Year of publication:	2004
Authors:	Anyfantakis, Costas ; Caporale, Guglielmo Maria ; Pittis, Nikitas
Publisher:	Wien : Inst. für Höhere Studien
Subject:	Monte-Carlo-Simulation \| Monte Carlo simulation \| Prognoseverfahren \| Forecasting model \| Schätztheorie \| Estimation theory \| Korrelation \| Correlation \| Ökonometrie
Description of contents:	Table of Contents [gbv.de]

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