Predictive ability and economic gains from volatility forecast combinations
| Year of publication: |
2019
|
|---|---|
| Authors: | Fameliti, Stavroula P. ; Skintzi, Vasiliki D. |
| Published in: |
Journal of Forecasting. - Wiley, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 39.2019, 2 (21.08.), p. 200-219
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/for.2622 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012082075