Model Uncertainty and Forecast Combination in High‐Dimensional Multivariate Volatility Prediction
Alessandra Amendola () and
Giuseppe Storti ()
Journal of Forecasting, 2015, vol. 34, issue 2, 83-91
References: Add references at CitEc
Citations View citations in EconPapers (2) Track citations by RSS feed
Downloads: (external link)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:wly:jforec:v:34:y:2015:i:2:p:83-91
Access Statistics for this article
Journal of Forecasting is currently edited by Derek W. Bunn
More articles in Journal of Forecasting from John Wiley & Sons, Ltd.
Series data maintained by Wiley-Blackwell Digital Licensing ().