Author:
Elliott Graham,Timmermann Allan
Subject
Applied Mathematics,Economics and Econometrics
Reference40 articles.
1. The combination of forecasts;Bates;Operations Research Quarterly,1969
2. Buchinsky, M., 1992, Methodological issues in quantile regression. Manuscript, Brown University.
3. A characterization of the distributions that imply mean–variance utility functions;Chamberlain;Journal of Economic Theory,1993
4. Chan, Y.L., Stock, J., Watson, M.W., 1999. A dynamic factor model framework for forecast combination. Spanish Economic Review 1, 91–121.
5. Optimal prediction under asymmetrical loss;Christoffersen;Econometric Theory,1997
Cited by
113 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献