On the Difficulty of Measuring Forecasting Skill in Financial Markets.
- Published in:
- Journal of Forecasting, 2015, v. 34, n. 2, p. 92, doi. 10.1002/for.2320
- By:
- Publication type:
- Article
Works matching IS 02776693 AND DT 2015 AND VI 34 AND IP 2
Results: 5
1
2
Model Uncertainty and Forecast Combination in High-Dimensional Multivariate Volatility Prediction.
- Published in:
- Journal of Forecasting, 2015, v. 34, n. 2, p. 83, doi. 10.1002/for.2322
- By:
- Publication type:
- Article
3
Predictable Return Distributions.
- Published in:
- Journal of Forecasting, 2015, v. 34, n. 2, p. 114, doi. 10.1002/for.2323
- By:
- Publication type:
- Article
4
Last Night a Shrinkage Saved My Life: Economic Growth, Model Uncertainty and Correlated Regressors.
- Published in:
- Journal of Forecasting, 2015, v. 34, n. 2, p. 133, doi. 10.1002/for.2328
- By:
- Publication type:
- Article
5
Semi-Structural Forecasting of UK Inflation Based on the Hybrid New Keynesian Phillips Curve.
- Published in:
- Journal of Forecasting, 2015, v. 34, n. 2, p. 145, doi. 10.1002/for.2319
- By:
- Publication type:
- Article