Model Uncertainty and Forecast Combination in High‐Dimensional Multivariate Volatility Prediction

Publisher： John Wiley & Sons Inc

E-ISSN： 1099-131x|34|2|83-91

ISSN： 0277-6693

Source： JOURNAL OF FORECASTING, Vol.34, Iss.2, 2015-03, pp. : 83-91

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