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Combining nearest neighbor predictions and model-based predictions of realized variance : does it pay?
Andrada Félix, Julián
;
Fernández Rodríguez, Fernando
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 695-715
Persistent link: https://www.econbiz.de/10011621779
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2
Exchange-rate forecasts with simultaneous nearest-neighbour methods : evidence from the EMS
Fernández Rodríguez, Fernando
;
Sosvilla-Rivero, Simón
; …
- In:
International journal of forecasting
15
(
1999
)
4
,
pp. 383-392
Persistent link: https://www.econbiz.de/10001428529
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