Forecast combination has been proven to be a very important technique to obtain accurate predictions for various … for such situations. The familiar forecast combination methods, such as simple average, least squares regression or those … propose two nonparametric forecast combination methods. One is specially proposed for the situations in which the forecast …

stock returns, we show that no single forecasting approach dominates uniformly. However, forecast combination and shrinkage …

stock returns, we show that no single forecasting approach dominates uniformly. However, forecast combination and shrinkage …