Combining Multivariate Volatility Forecasts: An Economic-Based Approach

João F. Caldeira, Guilherme V. Moura, Francisco J. Nogales, André A. P. Santos
  • Journal of Financial Econometrics, December 2016, Oxford University Press (OUP)
  • DOI: 10.1093/jjfinec/nbw010

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The following have contributed to this page: João Caldeira