Giuseppe STORTI | Publications
Giuseppe STORTI Publications
77283Model Uncertainty and Forecast Combination in High-Dimensional Multivariate Volatility Prediction
| 2015 | |
| Articolo in rivista | |
| Model Uncertainty and Forecast Combination in High-Dimensional Multivariate Volatility Prediction JOURNAL OF FORECASTING. Vol. 34 (2). Pag.83-91 ISSN:0277-6693. | |
| Amendola, Alessandra; Storti, Giuseppe | |
| Versione online | |
| Digital Object Identifier (DOI): 10.1002/for.2322 Codice identificativo ISI: WOS:000351955700001 Codice identificativo SCOPUS: 2-s2.0-84923567007 | |
| Show it in Product Database (IRIS) |
