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~isPartOf:"International journal of forecasting"
~person:"Amendola, Alessandra"
~person:"Polanski, Arnold"
~subject:"Prognoseverfahren"
~subject:"World"
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Amendola, Alessandra
Polanski, Arnold
González-Rivera, Gloria
2
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A Model Confidence Set approach to the combination of multivariate volatility forecasts
Amendola, Alessandra
;
Braione, Manuela
;
Candila, Vincenzo
; …
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 873-891
Persistent link: https://www.econbiz.de/10012496876
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2
Forecasting multidimensional tail risk at short and long horizons
Polanski, Arnold
;
Stoja, Evarist
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 958-969
Persistent link: https://www.econbiz.de/10011746932
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