Volatility Forecast Combination
The authors introduce a forecast combination scheme with fluctuating weights based on financial decisions, showing better economic performance than existing methods.
Featured in No. 82 on 15 Jan 2025 · 6 days after release
- Released
- 9 Jan 2025
- First featured
- No. 82 · 15 Jan 2025
- Published in
- Not yet, as far as Semantic Scholar knows
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- 12
- Identifier
- SSRN 5090177
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