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On the uncertainty of a combined forecast : the critical role of correlation
Magnus, Jan R.
;
Vasnev, Andrey L.
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2022
Persistent link: https://www.econbiz.de/10012940051
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Forecast combination puzzle in the HAR model
Clements, Adam
;
Vasnev, Andrey L.
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2021
Persistent link: https://www.econbiz.de/10012940044
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Global combinations of expert forecasts
Qian, Yilin
;
Thompson, Ryan
;
Vasnev, Andrey L.
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2022
Persistent link: https://www.econbiz.de/10014226315
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