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
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Persistent link: https://EconPapers.repec.org/RePEc:wly:jforec:v:34:y:2015:i:2:p:83-91
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