Solving the forecast combination puzzle using double shrinkages
Li Liu, Xianfeng Hao and Yudong Wang
| Year of publication: |
2024
|
|---|---|
| Authors: | Liu, Li ; Hao, Xianfeng ; Wang, Yudong |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford : Wiley-Blackwell, ISSN 1468-0084, ZDB-ID 1473788-7. - Vol. 86.2024, 3, p. 714-741
|
| Subject: | Prognoseverfahren | Forecasting model | Kleinste-Quadrate-Methode | Least squares method | Aktienindex | Stock index | Kapitalmarktrendite | Capital market returns | Theorie | Theory | 1927-2017 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/obes.12590 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014543511