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Search: subject:"Superior set of models"
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Superior set of models
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Financial innovation : FIN
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A novel robust method for estimating the covariance matrix of financial returns with applications to risk management
Leccadito, Arturo
;
Staino, Alessandro
;
Toscano, Pietro
- In:
Financial innovation : FIN
10
(
2024
),
pp. 1-28
. Furthermore, we use the Model Confidence Set procedure to identify the
superior
set
of
models
(SSM). For all the portfolios and …
Persistent link: https://www.econbiz.de/10015361657
Saved in:
2
Forecasting recovery rates on non-performing loans with machine learning
Bellotti, Anthony
;
Brigo, Damiano
;
Gambetti, Paolo
; …
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 428-444
Persistent link: https://www.econbiz.de/10012693089
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